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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6632	2.02**
αARCH	0.0964	11.75***
βGARCH	0.8988	121.98***

γ₁	-0.0030	-1.81*
γ₂	0.0071	2.71***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6632	2.02**
α ARCH Response to squared shocks	0.0964	11.75***
β GARCH Volatility persistence	0.8988	121.98***

γ₁	-0.0030	-1.81*
γ₂	0.0071	2.71***

V-Lab

US Dollar to Thai Baht Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Thai Baht Analyses