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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4040	6.37***
α ARCH Response to squared shocks	0.0852	10.99***
β GARCH Volatility persistence	0.9010	109.49***

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Thai Baht Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Thai Baht Analyses