Thai Baht Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:7.40% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4326 | 6.40 | |
| 0.0866 | 10.95 | |
| 0.8994 | 107.24 | |
| 0.0034 | 7.66 |
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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