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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	12.72***
α ARCH Response to squared shocks	0.0836	25.20***
β GARCH Volatility persistence	0.9157	593.06***
γ leverage Additional response to negative shocks	0.0014	0.25

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US Dollar to Thai Baht GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses