US Dollar to Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.10% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2265 | 7.12 | |
| 0.0598 | 131.83 | |
| 0.9973 | 2,916.19 | |
| 2.7223 | 220.75 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
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