US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.25% (-5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1024 | 16.15 | |
| 1.9695 | 4.11 | |
| 0.0152 | 0.75 | |
| -1.9695 | -4.11 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
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