US Dollar to Thai Baht GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
7.82%
increased by 0.07%
1 Week
7.82%
increased by 0.07%
1 Month
7.81%
increased by 0.06%
Analysis last updated: Wednesday, June 10, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2245 | 7.12 | |
| 0.0596 | 132.08 | |
| 0.9973 | 2,924.77 | |
| 2.7290 | 220.39 |
Estimation Period:
May 6, 1991 to Jun 5, 2026
May 6, 1991 to Jun 5, 2026
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