Taiwanese Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
7.48%
increased by 0.44%
1 Week
7.46%
increased by 0.42%
1 Month
7.39%
increased by 0.35%
Analysis last updated: Wednesday, June 10, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1753 | 2.99 | |
| 0.0445 | 55.39 | |
| 0.9876 | 238.90 | |
| 2.2575 | 67.89 |
Estimation Period:
Jan 31, 2000 to Jun 5, 2026
Jan 31, 2000 to Jun 5, 2026
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