US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.57%
decreased by 0.22%
1 Week
3.66%
decreased by 0.13%
1 Month
3.95%
increased by 0.16%
Analysis last updated: Sunday, June 14, 2026 at 02:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 21.04 | |
| 0.1368 | 19.11 | |
| 0.8370 | 180.35 | |
| -0.0039 | -0.34 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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