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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.12% (+0.94%)
Analysis last updated: Friday, October 17, 2025 at 07:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index APARCH
paramt-stat
ω0.021524.32
α0.083735.10
β0.9163456.33
γ0.312421.09
δ1.502536.83
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts