Thai Baht EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.14% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0124 | -7.05 | |
| 0.1910 | 42.46 | |
| 0.9846 | 1,194.88 | |
| 0.0072 | 1.81 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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