Thai Baht AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.66% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 19.91 | |
| 0.0851 | 47.70 | |
| 0.9109 | 548.76 | |
| -0.0146 | -3.28 |
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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