Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
24.63%
increased by 0.67%
1 Week
24.70%
increased by 0.74%
1 Month
24.98%
increased by 1.02%
Analysis last updated: Friday, May 29, 2026 at 06:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 24.71 | |
| 0.0847 | 35.77 | |
| 0.9153 | 455.83 | |
| 0.3119 | 21.68 | |
| 1.5004 | 37.02 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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