US Dollar to Thai Baht EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.63% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0073 | -4.02 | |
| 0.2037 | 39.65 | |
| 0.9867 | 1,135.39 | |
| -0.0061 | -0.99 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
News Impact Curve
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