Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
28.73%
decreased by 1.45%
1 Week
28.66%
decreased by 1.52%
1 Month
28.43%
decreased by 1.75%
Analysis last updated: Thursday, June 25, 2026 at 08:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 3.86 | |
| 0.0860 | 41.39 | |
| 0.9017 | 424.71 | |
| 0.5608 | 29.15 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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