Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
28.56%
decreased by 1.15%
1 Week
28.49%
decreased by 1.22%
1 Month
28.24%
decreased by 1.47%
Analysis last updated: Friday, March 27, 2026 at 07:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.99 | |
| 0.0860 | 41.03 | |
| 0.9013 | 420.77 | |
| 0.5613 | 28.87 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other AGARCH Analyses on Equity Indices