Taiwanese Dollar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.89%
increased by 0.32%
1 Week
3.99%
increased by 0.42%
1 Month
4.32%
increased by 0.75%
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 | |
|---|---|---|
| -0.0979 | -16.71 | |
| 0.2177 | 36.33 | |
| 0.9557 | 448.45 | |
| -0.0086 | -1.61 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
Other Taiwanese Dollar Analyses
Other EGARCH Analyses on Currencies