US Dollar to Thai Baht GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.33% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.67 | |
| 0.0864 | 49.39 | |
| 0.9136 | 577.88 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
News Impact Curve
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