US Dollar to Thai Baht MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.45% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7167 | 7,166,500.00 | |
| 0.0334 | 333,500.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2693 | 11.02 | |
| 0.2753 | 8.71 | |
| 0.0000 | 0.00 |
Estimation Period:
May 6, 1991 to Feb 20, 2026
May 6, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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