Stock Exchange of Thailand SET 50 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.52% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3766 | 5.65 | |
| 0.0688 | 79.31 | |
| 0.9972 | 2,287.19 | |
| 5.4610 | 19.37 |
Estimation Period:
Aug 16, 1995 to Dec 30, 2025
Aug 16, 1995 to Dec 30, 2025
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