Taiwanese Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.75% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2020 | 2.93 | |
| 0.0445 | 56.27 | |
| 0.9874 | 230.81 | |
| 2.2151 | 79.43 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
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