Taiwanese Dollar APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
3.28%
decreased by 0.07%
1 Week
3.37%
increased by 0.02%
1 Month
3.67%
increased by 0.32%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 12.89 | |
| 0.1144 | 34.75 | |
| 0.8623 | 230.63 | |
| 0.0109 | 0.81 | |
| 1.7659 | 33.65 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
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