US Dollar to Thai Baht MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.12% (-10.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7186 | 7,185,550.00 | |
| 0.0314 | 314,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2689 | 2,688,640.00 | |
| 0.2753 | 2,752,980.00 | |
| 0.0000 | 100.00 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Currencies