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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2230	1.79*
αARCH	0.0590	33.05***
βGARCH	0.9974	745.98***
νDF	2.7346	55.25***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2230	1.79*
α ARCH Response to squared shocks	0.0590	33.05***
β GARCH Volatility persistence	0.9974	745.98***
ν DF Student-t tail thickness	2.7346	55.25***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses