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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2243	7.12***
α ARCH Response to squared shocks	0.0592	132.21***
β GARCH Volatility persistence	0.9974	2,933.40***
ν DF Student-t tail thickness	2.7242	222.33***

V-Lab

US Dollar to Thai Baht GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses