Taiwanese Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.61% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6950 | 4.07 | |
| 0.1340 | 8.10 | |
| 0.8645 | 52.55 | |
| 0.0074 | 0.11 | |
| -0.0609 | -0.63 | |
| 0.1277 | 2.09 | |
| -0.1672 | -2.87 | |
| 0.1886 | 2.49 | |
| -0.1590 | -1.49 | |
| -1.0665 | -1.47 | |
| 3.5677 | 1.71 | |
| -3.7237 | -1.78 |
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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