FTSE TWSE Taiwan 50 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
31.53%
decreased by 1.37%
1 Week
31.20%
decreased by 1.70%
1 Month
30.00%
decreased by 2.90%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 20.21 | |
| 0.0330 | 12.23 | |
| 0.9080 | 358.19 | |
| 0.0805 | 13.66 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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