Taiwanese Dollar AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
9.21%
increased by 6.09%
1 Week
8.92%
increased by 5.80%
1 Month
7.99%
increased by 4.87%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 25.45 | |
| 0.1170 | 37.13 | |
| 0.8427 | 234.36 | |
| 0.0240 | 4.21 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
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