Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.30% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7162 | 6.16 | |
| 0.0707 | 85.81 | |
| 0.9973 | 2,688.18 | |
| 5.3542 | 20.73 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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