Thai Baht EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
6.66%
decreased by 0.08%
1 Week
6.75%
increased by 0.01%
1 Month
7.12%
increased by 0.38%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0119 | -6.96 | |
| 0.1884 | 42.45 | |
| 0.9849 | 1,221.98 | |
| 0.0075 | 1.90 |
Estimation Period:
Jul 14, 1997 to Jun 5, 2026
Jul 14, 1997 to Jun 5, 2026
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