V-Lab: Taiwanese Dollar GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Taiwanese Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:6.05% (+0.55%)

Analysis last updated: Thursday, May 16, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1734	2.90
$α$	0.0456	49.50
$β$	0.9859	204.59
$ν$	2	64.11

Estimation Period:
Jan 31, 2000 to May 10, 2024