Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
39.13%
increased by 2.61%
1 Week
39.09%
increased by 2.57%
1 Month
38.97%
increased by 2.45%
Analysis last updated: Tuesday, June 16, 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 | |
|---|---|---|
| 3.9656 | 6.48 | |
| 0.0569 | 72.59 | |
| 0.9977 | 3,292.68 | |
| 5.7269 | 18.27 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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