FTSE TWSE Taiwan 50 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
25.40%
increased by 1.75%
1 Week
25.30%
increased by 1.65%
1 Month
24.96%
increased by 1.31%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 8.86 | |
| 0.1333 | 29.01 | |
| 0.9802 | 873.60 | |
| -0.0653 | -19.54 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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