Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
28.54%
decreased by 1.07%
1 Week
28.54%
decreased by 1.07%
1 Month
28.54%
decreased by 1.07%
Analysis last updated: Monday, July 6, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.63 | |
| 0.1624 | 41.80 | |
| 0.9852 | 1,413.51 | |
| -0.0598 | -19.68 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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