Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
23.94%
decreased by 0.81%
1 Week
24.06%
decreased by 0.69%
1 Month
24.50%
decreased by 0.25%
Analysis last updated: Thursday, May 7, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.49 | |
| 0.1625 | 41.44 | |
| 0.9850 | 1,399.21 | |
| -0.0602 | -19.57 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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