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	param	t-stat
$ω$	0.0010	19.68
$α$	0.0907	22.94
$β$	0.9119	551.65
$γ$	-0.0124	-2.05

V-Lab

Thai Baht GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:7.99% (+0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thai Baht Analyses