Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
37.86%
decreased by 0.53%
1 Week
37.84%
decreased by 0.55%
1 Month
37.73%
decreased by 0.66%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 3.9597 | 6.47 | |
| 0.0571 | 72.55 | |
| 0.9977 | 3,260.34 | |
| 5.7098 | 18.28 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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