US Dollar to Thai Baht EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.05%
increased by 0.21%
1 Week
6.17%
increased by 0.33%
1 Month
6.61%
increased by 0.77%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0068 | -3.88 | |
| 0.2013 | 39.32 | |
| 0.9869 | 1,165.21 | |
| -0.0057 | -0.94 |
Estimation Period:
May 6, 1991 to Jun 12, 2026
May 6, 1991 to Jun 12, 2026
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