Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.95% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 16.90 | |
| 0.0729 | 13.29 | |
| 0.8827 | 365.19 | |
| 0.0769 | 4.73 |
Estimation Period:
Jan 2, 1990 to Dec 4, 2025
Jan 2, 1990 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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