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V-Lab

Taiwanese Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.61% (-2.76%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwanese Dollar S0GARCH
paramt-stat
ω1.69504.07
α0.13408.10
β0.864552.55
γ10.00740.11
γ2-0.0609-0.63
γ30.12772.09
γ4-0.1672-2.87
γ50.18862.49
γ6-0.1590-1.49
γ7-1.0665-1.47
γ83.56771.71
γ9-3.7237-1.78
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts