Stock Exchange of Thailand SET Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6920 | 6.15 | |
| 0.0708 | 85.67 | |
| 0.9973 | 2,666.59 | |
| 5.3731 | 20.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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