Taiwanese Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:120.52% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9865 | 3.08 | |
| 0.1100 | 9.09 | |
| 0.8803 | 73.28 | |
| 0.0287 | 0.42 | |
| -0.0968 | -0.90 | |
| 0.1427 | 1.64 | |
| -0.1240 | -1.32 | |
| 0.0368 | 0.40 | |
| 0.0971 | 1.27 | |
| -0.2124 | -2.91 | |
| 0.2825 | 2.58 | |
| -0.7511 | -2.47 | |
| 2.5028 | 2.28 |
Estimation Period:
Jan 31, 2000 to Feb 20, 2026
Jan 31, 2000 to Feb 20, 2026
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