US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.01% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 68.26 | |
| 1.8395 | 6.00 | |
| 0.0360 | 1.33 | |
| -1.7510 | -6.33 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
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