Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.87% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9816 | 7.87 | |
| 0.0582 | 123.57 | |
| 0.9990 | 8,466.10 | |
| 2.6365 | 328.78 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
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