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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0067	-3.85***
α ARCH Response to squared shocks	0.2006	39.25***
β GARCH Volatility persistence	0.9870	1,170.82***
γ leverage Additional response to negative shocks	-0.0059	-0.97

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US Dollar to Thai Baht EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses