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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0006	3.09***
αARCH	0.0839	13.00***
βGARCH	0.9161	114.63***
γleverage	0.0046	0.11
δpower	1.9999	9.43***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	3.09***
α ARCH Response to squared shocks	0.0839	13.00***
β GARCH Volatility persistence	0.9161	114.63***
γ leverage Additional response to negative shocks	0.0046	0.11
δ power Transformation power	1.9999	9.43***

V-Lab

US Dollar to Thai Baht APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses