Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
30.70%
decreased by 0.91%
1 Week
30.71%
decreased by 0.90%
1 Month
30.72%
decreased by 0.89%
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 | |
|---|---|---|
| 3.8717 | 6.37 | |
| 0.0570 | 72.22 | |
| 0.9976 | 3,117.51 | |
| 5.7096 | 18.09 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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