US Dollar to Thai Baht GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.47% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.87 | |
| 0.0855 | 24.89 | |
| 0.9137 | 576.10 | |
| 0.0017 | 0.30 |
Estimation Period:
May 6, 1991 to Feb 13, 2026
May 6, 1991 to Feb 13, 2026
News Impact Curve
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