Thai Baht GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.26% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.68 | |
| 0.0908 | 22.94 | |
| 0.9118 | 551.29 | |
| -0.0123 | -2.04 |
Estimation Period:
Jul 14, 1997 to Feb 6, 2026
Jul 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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