V-Lab
V-Lab
US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:4.90% (+1.50%)

Analysis last updated: Friday, May 3, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Taiwanese Dollar GJR-GARCH
paramt-stat
ω0.002519.68
α0.137018.37
β0.8409174.78
γ-0.0059-0.52
Estimation Period:
May 30, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts