Thai Baht GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.28% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.45 | |
| 0.0846 | 47.52 | |
| 0.9119 | 549.65 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thai Baht Analyses
Other GARCH Analyses on Currencies