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V-Lab

Taiwanese Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:120.52% (-1.08%)
Analysis last updated: Friday, February 20, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwanese Dollar SGARCH
paramt-stat
ω0.98653.08
α0.11009.09
β0.880373.28
γ10.02870.42
γ2-0.0968-0.90
γ30.14271.64
γ4-0.1240-1.32
γ50.03680.40
γ60.09711.27
γ7-0.2124-2.91
γ80.28252.58
γ9-0.7511-2.47
γ102.50282.28
Estimation Period:
Jan 31, 2000 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts