Thai Baht APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.96%
increased by 0.02%
1 Week
5.98%
increased by 0.04%
1 Month
6.08%
increased by 0.14%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 13.54 | |
| 0.0851 | 47.72 | |
| 0.9149 | 459.99 | |
| -0.0415 | -3.89 | |
| 1.8386 | 36.73 |
Estimation Period:
Jul 14, 1997 to Jun 12, 2026
Jul 14, 1997 to Jun 12, 2026
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