V-Lab: Taiwanese Dollar APARCH Volatility Analysis

V-Lab

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V-Lab

Taiwanese Dollar APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:3.48% (+0.13%)

Analysis last updated: Thursday, May 2, 2024 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0033	12.33
$α$	0.1109	32.72
$β$	0.8688	237.69
$γ$	-0.0012	-0.09
$δ$	1.7579	33.00

Estimation Period:
Jan 31, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts