US Dollar to Thai Baht MF2-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
5.98%
increased by 1.14%
1 Week
425,449,427,311,872,200,000.00%
increased by 425,449,427,311,872,200,000.00%
1 Month
132,767,405,638,582,850,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 132,767,405,638,582,850,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2796 | 12.07 | |
| 0.2879 | 8.90 | |
| 0.0000 | 0.00 |
Estimation Period:
May 6, 1991 to May 22, 2026
May 6, 1991 to May 22, 2026
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