US Dollar to Taiwanese Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.26% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9997 | -52.87 | |
| 1.6762 | 34.01 | |
| 0.3119 | 23.88 | |
| 1.2712 | 68.84 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
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