US Dollar to Taiwanese Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:68.57% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3357 | 12.11 | |
| 0.0554 | 161.55 | |
| 0.9985 | 8,461.59 | |
| 2.0033 | 133,553.07 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
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