Thai Baht MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.92% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0831 | 22.24 | |
| 0.8452 | 126.45 | |
| 0.0057 | 1.15 | |
| 0.0084 | 0.92 | |
| 0.9542 | 0.75 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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