Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.44% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7016 | 6.15 | |
| 0.0709 | 85.59 | |
| 0.9973 | 2,673.74 | |
| 5.3711 | 20.54 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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