US Dollar to Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:4.50% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 29.35 | |
| 1.9119 | 13.33 | |
| 0.0223 | 0.95 | |
| -1.8683 | -15.50 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
News Impact Curve
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