Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:29.72% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 16.52 | |
| 0.0737 | 13.44 | |
| 0.8831 | 367.04 | |
| 0.0746 | 4.64 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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