US Dollar to Thai Baht AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.09% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.54 | |
| 0.0901 | 51.12 | |
| 0.9127 | 591.14 | |
| 0.0043 | 0.83 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
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