FTSE TWSE Taiwan 50 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
29.89%
increased by 2.16%
1 Week
30.82%
increased by 3.09%
1 Month
32.37%
increased by 4.64%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8050 | 100.26 | |
| 0.1522 | 28.70 | |
| 0.0087 | 1.79 | |
| 0.0399 | 2.89 | |
| 0.9547 | 58.51 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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