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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9580	7.84***
α ARCH Response to squared shocks	0.0576	124.06***
β GARCH Volatility persistence	0.9990	8,394.96***
ν DF Student-t tail thickness	2.6474	328.55***

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Thai Baht GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Thai Baht Analyses