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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5814	1.96*
αARCH	0.0969	11.24***
βGARCH	0.8969	117.69***

γ₁	-0.0031	-0.41
γ₂	-0.0021	-0.20
γ₃	0.0144	2.49**
γ₄	-0.0149	-4.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5814	1.96*
α ARCH Response to squared shocks	0.0969	11.24***
β GARCH Volatility persistence	0.8969	117.69***

γ₁	-0.0031	-0.41
γ₂	-0.0021	-0.20
γ₃	0.0144	2.49**
γ₄	-0.0149	-4.00***

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