US Dollar to Thai Baht GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.35% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.90 | |
| 0.0855 | 24.89 | |
| 0.9137 | 575.35 | |
| 0.0017 | 0.31 |
Estimation Period:
May 6, 1991 to Feb 6, 2026
May 6, 1991 to Feb 6, 2026
News Impact Curve
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