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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	12.74***
α ARCH Response to squared shocks	0.0837	25.21***
β GARCH Volatility persistence	0.9156	593.79***
γ leverage Additional response to negative shocks	0.0014	0.27

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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