Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
17.32%
decreased by 0.94%
1 Week
17.42%
decreased by 0.84%
1 Month
17.81%
decreased by 0.45%
Analysis last updated: Thursday, July 2, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6919 | 6.07 | |
| 0.0710 | 85.82 | |
| 0.9973 | 2,576.88 | |
| 5.3408 | 20.63 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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