Taiwanese Dollar EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.34% (+10.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.2266 | -51.81 | |
| 1.4856 | 28.87 | |
| 0.2393 | 14.74 | |
| 1.1917 | 99.79 |
Estimation Period:
Jan 31, 2000 to Feb 13, 2026
Jan 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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