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US Dollar to Thai Baht GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 15th, 2026

1 Day

5.99%

increased by 0.02%

1 Week

6.02%

increased by 0.05%

1 Month

6.12%

increased by 0.15%

Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of US Dollar to Thai Baht GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time