Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.83% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 16.84 | |
| 0.0727 | 13.40 | |
| 0.8835 | 369.19 | |
| 0.0754 | 4.70 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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