V-Lab
V-Lab
Taiwanese Dollar GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:3.79% (-0.20%)

Analysis last updated: Wednesday, May 8, 2024 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwanese Dollar GARCH
paramt-stat
ω0.002424.61
α0.106735.40
β0.8601249.16
Estimation Period:
Jan 31, 2000 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts