US Dollar to Thai Baht APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.32% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.38 | |
| 0.0863 | 51.45 | |
| 0.9137 | 440.74 | |
| 0.0051 | 0.46 | |
| 1.9999 | 37.37 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
News Impact Curve
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