Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
17.67%
decreased by 0.89%
1 Week
17.94%
decreased by 0.62%
1 Month
18.94%
increased by 0.38%
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 | |
|---|---|---|
| 0.0272 | 16.78 | |
| 0.0736 | 13.58 | |
| 0.8824 | 366.75 | |
| 0.0751 | 4.72 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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