US Dollar to Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.75%
decreased by 0.52%
1 Week
7.75%
decreased by 0.52%
1 Month
7.74%
decreased by 0.53%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2245 | 7.12 | |
| 0.0596 | 132.08 | |
| 0.9973 | 2,924.77 | |
| 2.7290 | 220.39 |
Estimation Period:
May 6, 1991 to Jun 5, 2026
May 6, 1991 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Currencies