Stock Exchange of Thailand SET Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 16.97 | |
| 0.0725 | 13.35 | |
| 0.8831 | 367.04 | |
| 0.0765 | 4.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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