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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2958	4.92***
α ARCH Response to squared shocks	0.0851	10.93***
β GARCH Volatility persistence	0.9018	111.53***

γ₁	-0.0001	-0.02
γ₂	0.0071	1.41
γ₃	-0.0113	-4.67***

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Thai Baht Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Thai Baht Analyses