Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.32% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 20.46 | |
| 1.9680 | 6.55 | |
| 0.0160 | 0.71 | |
| -1.9680 | -6.55 |
Estimation Period:
Jan 31, 2000 to Feb 13, 2026
Jan 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Taiwanese Dollar Analyses
Other GJR-GARCH Analyses on Currencies