Thai Baht GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:6.57% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.47 | |
| 0.0845 | 47.56 | |
| 0.9120 | 550.03 |
Estimation Period:
Jul 14, 1997 to Feb 20, 2026
Jul 14, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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