Thai Baht MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.66% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0830 | 22.23 | |
| 0.8453 | 126.31 | |
| 0.0056 | 1.14 | |
| 0.0084 | 0.92 | |
| 0.9539 | 0.75 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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