Thai Baht APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.53% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 13.60 | |
| 0.0868 | 47.54 | |
| 0.9132 | 450.98 | |
| -0.0395 | -3.72 | |
| 1.8389 | 36.67 |
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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