Thai Baht MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.33%
increased by 0.07%
1 Week
6.70%
increased by 0.44%
1 Month
7.38%
increased by 1.12%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0819 | 22.03 | |
| 0.8461 | 124.50 | |
| 0.0046 | 0.94 | |
| 0.0082 | 0.91 | |
| 0.9579 | 0.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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