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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0028	21.15***
α ARCH Response to squared shocks	0.1359	19.10***
β GARCH Volatility persistence	0.8377	181.36***
γ leverage Additional response to negative shocks	-0.0037	-0.34

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US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Taiwanese Dollar Analyses