V-Lab
V-Lab
Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:12.72% (+0.38%)
Analysis last updated: Saturday, September 27, 2025 at 07:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index GJR-GARCH
paramt-stat
ω0.026616.83
α0.073013.23
β0.8825363.15
γ0.07744.73
Estimation Period:
Jan 2, 1990 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts