Skip to main content
V-Lab

US Dollar to Thai Baht GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, May 29th, 2026

1 Day

7.71%

decreased by 0.08%

1 Week

7.73%

decreased by 0.06%

1 Month

7.80%

increased by 0.01%

Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Thai Baht GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time