Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.45%
decreased by 0.37%
1 Week
33.29%
decreased by 0.53%
1 Month
32.75%
decreased by 1.07%
Analysis last updated: Friday, June 12, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 14.65 | |
| 0.1626 | 41.72 | |
| 0.9852 | 1,413.50 | |
| -0.0598 | -19.68 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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