Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.69%
increased by 1.98%
1 Week
15.06%
increased by 2.35%
1 Month
16.38%
increased by 3.67%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 16.74 | |
| 0.0738 | 13.56 | |
| 0.8822 | 365.46 | |
| 0.0753 | 4.72 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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