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Having regular hot baths can increase risk for miscarriage as it can affect the cervix. You can have warm baths to soothe yourself, but avoid 'hot' baths as it can increase your core temperature and be dangerous for baby. The dangers include neural tube defects, spina bifida, other defects affecting brain and spinal cord. Very hot baths can also lower your blood pressure that can affect the blood supply to the developing baby which is unsafe. Always test the temperature of water with elbow or forearm (these are more sensitive to temperature), and if you are comfortable (not getting red, or having change sin skin color), you can go ahead with the bath. Visit your doctor/gynecologist for further evaluation to ascertain fetal wellbeing.
Take care.