Thai Baht Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.30% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4347 | 6.39 | |
| 0.0866 | 10.96 | |
| 0.8994 | 107.17 | |
| 0.0035 | 7.67 |
Estimation Period:
Jul 14, 1997 to Feb 13, 2026
Jul 14, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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