Thai Baht Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:7.00% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6171 | 5.35 | |
| 0.0869 | 10.64 | |
| 0.8973 | 102.88 | |
| 0.0083 | 1.37 | |
| -0.0078 | -0.93 | |
| 0.0081 | 1.47 | |
| -0.0156 | -3.95 |
Estimation Period:
Jul 14, 1997 to Feb 20, 2026
Jul 14, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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