US Dollar to Taiwanese Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
44.26%
decreased by 1.17%
1 Week
44.30%
decreased by 1.13%
1 Month
44.45%
decreased by 0.98%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2033 | 12.09 | |
| 0.0552 | 161.53 | |
| 0.9985 | 8,461.58 | |
| 2.0055 | 80,219.24 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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