Taiwanese Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.92% (-9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 7.37 | |
| 2.0000 | 2.77 | |
| 0.0344 | 1.54 | |
| -0.1767 | -54.83 |
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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