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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:17.96% (-0.57%)
Analysis last updated: Thursday, October 23, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index GARCH
paramt-stat
ω0.017117.18
α0.077738.44
β0.9167465.35
Estimation Period:
Jan 1, 1990 to Oct 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts