Thai Baht AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.34%
decreased by 0.26%
1 Week
6.36%
decreased by 0.24%
1 Month
6.42%
decreased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.69 | |
| 0.0836 | 47.84 | |
| 0.9127 | 560.60 | |
| -0.0147 | -3.28 |
Estimation Period:
Jul 14, 1997 to Jun 5, 2026
Jul 14, 1997 to Jun 5, 2026
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