Taiwanese Dollar APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.57%
increased by 0.29%
1 Week
3.64%
increased by 0.36%
1 Month
3.87%
increased by 0.59%
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 | |
|---|---|---|
| 0.0036 | 12.89 | |
| 0.1144 | 34.75 | |
| 0.8623 | 230.63 | |
| 0.0109 | 0.81 | |
| 1.7659 | 33.65 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
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