Taiwanese Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.49%
increased by 0.28%
1 Week
3.56%
increased by 0.35%
1 Month
3.75%
increased by 0.54%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 26.70 | |
| 0.1092 | 19.34 | |
| 0.8537 | 247.01 | |
| 0.0016 | 0.17 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
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