Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.89% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7243 | 6.18 | |
| 0.0712 | 85.88 | |
| 0.9973 | 2,695.44 | |
| 5.3656 | 20.70 |
Estimation Period:
Jan 2, 1990 to Dec 4, 2025
Jan 2, 1990 to Dec 4, 2025
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