Stock Exchange of Thailand SET 50 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.30%
decreased by 0.35%
1 Week
13.45%
decreased by 0.20%
1 Month
14.01%
increased by 0.36%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4282 | 5.58 | |
| 0.0698 | 79.67 | |
| 0.9971 | 2,196.35 | |
| 5.4490 | 19.36 |
Estimation Period:
Aug 16, 1995 to Apr 30, 2026
Aug 16, 1995 to Apr 30, 2026
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