V-Lab
V-Lab
US Dollar to Thai Baht EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:9.06% (+0.17%)

Analysis last updated: Friday, May 17, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Thai Baht EGARCH
paramt-stat
ω-0.0070-3.67
α0.208439.82
β0.98651082.84
γ-0.0075-1.16
Estimation Period:
May 6, 1991 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts