Taiwanese Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.40% (-54.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.1010 | -50.55 | |
| 1.6891 | 33.61 | |
| 0.2328 | 13.63 | |
| 1.4084 | 115.34 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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