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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.4595	12.08***
α ARCH Response to squared shocks	0.0550	161.63***
β GARCH Volatility persistence	0.9985	8,390.45***
ν DF Student-t tail thickness	2.0090

V-Lab

US Dollar to Taiwanese Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Taiwanese Dollar Analyses