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V-Lab

Stock Exchange of Thailand SET 50 Index GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

14.44%

decreased by 0.40%

1 Week

14.85%

increased by 0.01%

1 Month

16.39%

increased by 1.55%

Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Stock Exchange of Thailand SET 50 Index GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time