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V-Lab

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of US Dollar to Thai Baht AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time