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V-Lab

Taiwanese Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:182.68% (-5.57%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwanese Dollar SGARCH
paramt-stat
ω0.97332.46
α0.11558.71
β0.878666.48
γ10.02260.42
γ2-0.0806-0.97
γ30.13662.33
γ4-0.1755-3.13
γ50.19872.80
γ6-0.1894-2.15
γ70.16941.78
γ8-0.7060-1.69
γ92.71241.72
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts