Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.81% (-5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1298 | 14.65 | |
| 1.9823 | 1.58 | |
| 0.0088 | 0.35 | |
| -1.9823 | -1.58 |
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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