V-Lab
V-Lab
Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:11.88% (-0.11%)

Analysis last updated: Saturday, May 4, 2024 at 07:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index GAS-GARCH-T
paramt-stat
ω3.87656.27
α0.072785.47
β0.99732762.69
ν520.59
Estimation Period:
Jan 2, 1990 to May 3, 2024