KULVANICH, N. Volatility Segmentation of SET100 Indices Using GARCH Models. KKU Science Journal, [S. l.], v. 54, n. 1, p. 267–278, 2026. DOI: 10.14456/kkuscij.2026.19. Disponível em: https://ph01.tci-thaijo.org/index.php/KKUSciJ/article/view/264202. Acesso em: 29 aug. 2026.