V-Lab
V-Lab
Taiwanese Dollar GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:4.87% (+0.05%)

Analysis last updated: Monday, April 22, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwanese Dollar GARCH
paramt-stat
ω0.002424.41
α0.107135.40
β0.8597248.17
Estimation Period:
Jan 31, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts