V-Lab
V-Lab
FTSE TWSE Taiwan 50 Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:15.24% (-0.52%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of FTSE TWSE Taiwan 50 Index APARCH
paramt-stat
ω0.024019.32
α0.060420.77
β0.9308372.01
γ0.479115.03
δ1.337226.02
Estimation Period:
Dec 15, 2003 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts