V-Lab
V-Lab
Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 26th, 2025:12.34% (-0.01%)
Analysis last updated: Friday, September 26, 2025 at 08:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index GJR-GARCH
paramt-stat
ω0.026716.81
α0.073013.22
β0.8824362.99
γ0.07744.72
Estimation Period:
Jan 2, 1990 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts