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V-Lab

Stock Exchange of Thailand SET 50 Index GJR-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, May 22nd, 2026

1 Day

14.42%

decreased by 0.55%

1 Week

14.88%

decreased by 0.09%

1 Month

16.57%

increased by 1.60%

Analysis last updated: Saturday, May 23, 2026 at 01:51 AM UTC

Date Range:

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graph of Stock Exchange of Thailand SET 50 Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time