Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.47%
decreased by 0.50%
1 Week
7.50%
decreased by 0.47%
1 Month
7.60%
decreased by 0.37%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9655 | 7.85 | |
| 0.0579 | 123.96 | |
| 0.9990 | 8,394.96 | |
| 2.6453 | 329.14 |
Estimation Period:
Jul 14, 1997 to Jun 12, 2026
Jul 14, 1997 to Jun 12, 2026
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