US Dollar to Taiwanese Dollar APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.67%
increased by 0.35%
1 Week
3.78%
increased by 0.46%
1 Month
4.13%
increased by 0.81%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 12.00 | |
| 0.1416 | 30.45 | |
| 0.8458 | 180.27 | |
| 0.0018 | 0.12 | |
| 1.6929 | 32.96 |
Estimation Period:
May 30, 1990 to Jun 5, 2026
May 30, 1990 to Jun 5, 2026
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