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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	12.50***
α ARCH Response to squared shocks	0.0844	49.57***
β GARCH Volatility persistence	0.9156	594.57***

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US Dollar to Thai Baht GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses