V-Lab: Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis

V-Lab

Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:16.42% (+0.42%)

Analysis last updated: Friday, September 19, 2025 at 07:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0169	14.08
$α$	0.1603	40.51
$β$	0.9854	1,403.65
$γ$	-0.0596	-19.14

Estimation Period:
Jan 1, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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