Thai Baht EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.57%
decreased by 0.38%
1 Week
5.68%
decreased by 0.27%
1 Month
6.11%
increased by 0.16%
Analysis last updated: Sunday, June 14, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0119 | -6.97 | |
| 0.1883 | 42.43 | |
| 0.9849 | 1,223.51 | |
| 0.0074 | 1.89 |
Estimation Period:
Jul 14, 1997 to Jun 12, 2026
Jul 14, 1997 to Jun 12, 2026
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