Stock Exchange of Thailand SET 50 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
13.85%
decreased by 0.47%
1 Week
13.99%
decreased by 0.33%
1 Month
14.52%
increased by 0.20%
Analysis last updated: Friday, June 12, 2026 at 10:25 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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