Taiwanese Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:49.27% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.9905 | 52.75 | |
| 0.0000 | 0.02 | |
| -0.5000 | -3.57 | |
| 0.0691 | 0.12 | |
| 0.9060 | 1.48 | |
| 0.0941 | 0.03 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Taiwanese Dollar Analyses
Other MF2-GARCH Analyses on Currencies