Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.71% (+0.91%)
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
Other Thai Baht Analyses
Other GAS-GARCH Student T Analyses on Currencies