US Dollar to Taiwanese Dollar EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.63%
increased by 0.17%
1 Week
4.67%
increased by 0.21%
1 Month
4.75%
increased by 0.29%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2088 | -10.36 | |
| 0.2847 | 39.52 | |
| 0.9120 | 128.42 | |
| -0.0066 | -1.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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