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Param	Value	t-stat
ωconst	0.5801	1.98**
αARCH	0.0971	11.21***
βGARCH	0.8966	117.00***

γ₁	-0.0028	-0.36
γ₂	-0.0028	-0.26
γ₃	0.0151	2.59***
γ₄	-0.0154	-4.10***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5801	1.98**
α ARCH Response to squared shocks	0.0971	11.21***
β GARCH Volatility persistence	0.8966	117.00***

γ₁	-0.0028	-0.36
γ₂	-0.0028	-0.26
γ₃	0.0151	2.59***
γ₄	-0.0154	-4.10***

V-Lab

US Dollar to Thai Baht Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses