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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9877	3.88***
αARCH	0.1414	8.07***
βGARCH	0.8035	37.02***

γ₁	0.0155	0.43
γ₂	-0.0140	-0.23
γ₃	-0.0233	-0.54
γ₄	0.0487	1.82*
γ₅	-0.0603	-2.52**
γ₆	0.0745	3.51***
γ₇	-0.0839	-4.40***
γ₈	0.0941	3.96***
γ₉	-0.1072	-3.48***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9877	3.88***
α ARCH Response to squared shocks	0.1414	8.07***
β GARCH Volatility persistence	0.8035	37.02***

γ₁	0.0155	0.43
γ₂	-0.0140	-0.23
γ₃	-0.0233	-0.54
γ₄	0.0487	1.82*
γ₅	-0.0603	-2.52**
γ₆	0.0745	3.51***
γ₇	-0.0839	-4.40***
γ₈	0.0941	3.96***
γ₉	-0.1072	-3.48***

V-Lab

US Dollar to Taiwanese Dollar Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Taiwanese Dollar Analyses