US Dollar to Thai Baht APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:6.63% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.36 | |
| 0.0863 | 51.57 | |
| 0.9137 | 440.99 | |
| 0.0049 | 0.45 | |
| 1.9999 | 37.41 |
Estimation Period:
May 6, 1991 to Feb 20, 2026
May 6, 1991 to Feb 20, 2026
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