US Dollar to Taiwanese Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.76% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.9652 | 12.08 | |
| 0.0555 | 161.39 | |
| 0.9985 | 8,390.45 | |
| 2.0037 | 117,865.18 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
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