Thai Baht Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.61% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6212 | 5.35 | |
| 0.0870 | 10.64 | |
| 0.8972 | 102.81 | |
| 0.0084 | 1.38 | |
| -0.0080 | -0.95 | |
| 0.0082 | 1.49 | |
| -0.0158 | -3.96 |
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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