Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
30.57%
decreased by 0.22%
1 Week
30.58%
decreased by 0.21%
1 Month
30.59%
decreased by 0.20%
Analysis last updated: Friday, May 29, 2026 at 06:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8831 | 6.38 | |
| 0.0568 | 72.40 | |
| 0.9976 | 3,147.07 | |
| 5.7065 | 18.16 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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