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Param	Value	t-stat
ωconst	0.5781	1.97**
αARCH	0.0966	11.23***
βGARCH	0.8971	117.85***

γ₁	-0.0031	-0.41
γ₂	-0.0021	-0.20
γ₃	0.0143	2.50**
γ₄	-0.0149	-4.06***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5781	1.97**
α ARCH Response to squared shocks	0.0966	11.23***
β GARCH Volatility persistence	0.8971	117.85***

γ₁	-0.0031	-0.41
γ₂	-0.0021	-0.20
γ₃	0.0143	2.50**
γ₄	-0.0149	-4.06***

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