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Param	Value	t-stat
ωconst	0.5803	1.97**
αARCH	0.0970	11.22***
βGARCH	0.8967	117.18***

γ₁	-0.0030	-0.38
γ₂	-0.0025	-0.24
γ₃	0.0148	2.55**
γ₄	-0.0152	-4.07***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5803	1.97**
α ARCH Response to squared shocks	0.0970	11.22***
β GARCH Volatility persistence	0.8967	117.18***

γ₁	-0.0030	-0.38
γ₂	-0.0025	-0.24
γ₃	0.0148	2.55**
γ₄	-0.0152	-4.07***

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