V-Lab
V-Lab
US Dollar to Taiwanese Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:4.21% (-0.29%)

Analysis last updated: Friday, April 26, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Taiwanese Dollar GARCH
paramt-stat
ω0.002519.74
α0.134930.31
β0.8401174.07
Estimation Period:
May 30, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts