Stock Exchange of Thailand SET Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.77%
increased by 0.40%
1 Week
17.10%
increased by 0.73%
1 Month
18.37%
increased by 2.00%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 24.75 | |
| 0.1970 | 48.42 | |
| 0.9810 | 956.13 | |
| -0.0474 | -11.47 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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