V-Lab
V-Lab
US Dollar to Taiwanese Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:9.83% (+4.19%)

Analysis last updated: Friday, May 17, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Taiwanese Dollar AGARCH
paramt-stat
ω0.002518.85
α0.139331.03
β0.8366177.54
γ0.02634.10
Estimation Period:
May 30, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts