Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.80%
increased by 1.28%
1 Week
14.93%
increased by 1.41%
1 Month
15.43%
increased by 1.91%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6911 | 6.07 | |
| 0.0712 | 85.95 | |
| 0.9972 | 2,570.23 | |
| 5.3346 | 20.74 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Equity Indices