Thai Baht Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.50%
increased by 0.03%
1 Week
6.62%
increased by 0.15%
1 Month
7.07%
increased by 0.60%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5895 | 5.35 | |
| 0.0856 | 10.60 | |
| 0.8986 | 104.10 | |
| 0.0079 | 1.34 | |
| -0.0072 | -0.88 | |
| 0.0076 | 1.44 | |
| -0.0154 | -4.06 |
Estimation Period:
Jul 14, 1997 to Jun 12, 2026
Jul 14, 1997 to Jun 12, 2026
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