V-Lab
V-Lab
Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:12.62% (-0.65%)

Analysis last updated: Wednesday, May 1, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index GAS-GARCH-T
paramt-stat
ω3.87436.24
α0.072885.18
β0.99732724.89
ν520.40
Estimation Period:
Jan 2, 1990 to Apr 26, 2024