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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.70% (+2.67%)
Analysis last updated: Friday, November 14, 2025 at 07:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index APARCH
paramt-stat
ω0.021424.27
α0.083535.19
β0.9165457.55
γ0.313121.12
δ1.503137.01
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts