V-Lab: Taiwanese Dollar GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Taiwanese Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:6.52% (+0.34%)

Analysis last updated: Thursday, May 2, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1731	2.91
$α$	0.0457	49.99
$β$	0.9861	207.72
$ν$	2	64.42

Estimation Period:
Jan 31, 2000 to Apr 26, 2024