Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.27%
decreased by 0.53%
1 Week
8.29%
decreased by 0.51%
1 Month
8.37%
decreased by 0.43%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9668 | 7.85 | |
| 0.0579 | 124.05 | |
| 0.9990 | 8,394.96 | |
| 2.6452 | 329.09 |
Estimation Period:
Jul 14, 1997 to Jun 5, 2026
Jul 14, 1997 to Jun 5, 2026
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