Thai Baht GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.00%
unchanged at 0.00%
1 Week
6.02%
increased by 0.02%
1 Month
6.10%
increased by 0.10%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.48 | |
| 0.0893 | 23.23 | |
| 0.9136 | 565.02 | |
| -0.0128 | -2.17 |
Estimation Period:
Jul 14, 1997 to Jun 12, 2026
Jul 14, 1997 to Jun 12, 2026
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