US Dollar to Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.01% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2250 | 7.08 | |
| 0.0598 | 131.67 | |
| 0.9973 | 2,890.79 | |
| 2.7235 | 219.34 |
Estimation Period:
May 6, 1991 to Feb 20, 2026
May 6, 1991 to Feb 20, 2026
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