Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.09%
increased by 1.53%
1 Week
35.07%
increased by 1.51%
1 Month
35.00%
increased by 1.44%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 3.9004 | 6.41 | |
| 0.0568 | 72.38 | |
| 0.9976 | 3,187.34 | |
| 5.7198 | 18.13 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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