US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
3.77%
decreased by 0.19%
1 Week
3.85%
decreased by 0.11%
1 Month
4.10%
increased by 0.14%
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 | |
|---|---|---|
| 0.0028 | 21.05 | |
| 0.1370 | 19.11 | |
| 0.8369 | 180.21 | |
| -0.0040 | -0.36 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
Other GJR-GARCH Analyses on Currencies