US Dollar to Thai Baht AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 17th, 2026
1 Day
6.57%
decreased by 0.29%
1 Week
6.61%
decreased by 0.25%
1 Month
6.77%
decreased by 0.09%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.22 | |
| 0.0885 | 51.31 | |
| 0.9143 | 604.69 | |
| 0.0042 | 0.81 |
Estimation Period:
May 6, 1991 to Jun 12, 2026
May 6, 1991 to Jun 12, 2026
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