V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:15.05% (-0.04%)
Analysis last updated: Tuesday, September 16, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index APARCH
paramt-stat
ω0.021424.24
α0.083634.91
β0.9164456.38
γ0.312621.03
δ1.503936.77
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts