Taiwanese Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:182.68% (-5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9733 | 2.46 | |
| 0.1155 | 8.71 | |
| 0.8786 | 66.48 | |
| 0.0226 | 0.42 | |
| -0.0806 | -0.97 | |
| 0.1366 | 2.33 | |
| -0.1755 | -3.13 | |
| 0.1987 | 2.80 | |
| -0.1894 | -2.15 | |
| 0.1694 | 1.78 | |
| -0.7060 | -1.69 | |
| 2.7124 | 1.72 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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