Taiwanese Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:5.54% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 7.13 | |
| 0.9217 | 2.93 | |
| 0.0783 | 1.42 |
Estimation Period:
Jan 31, 2000 to Feb 27, 2026
Jan 31, 2000 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Taiwanese Dollar Analyses
Other GARCH Analyses on Currencies