Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:27.03% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8038 | 6.23 | |
| 0.0710 | 86.38 | |
| 0.9973 | 2,755.10 | |
| 5.3401 | 21.03 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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