Taiwan Stock Exchange Weighted Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
31.55%
decreased by 1.33%
1 Week
31.52%
decreased by 1.36%
1 Month
31.41%
decreased by 1.47%
Analysis last updated: Wednesday, June 17, 2026 at 07:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 17.31 | |
| 0.0785 | 39.10 | |
| 0.9162 | 468.42 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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