Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
32.53%
decreased by 1.37%
1 Week
32.53%
decreased by 1.37%
1 Month
32.51%
decreased by 1.39%
Analysis last updated: Monday, July 6, 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 | |
|---|---|---|
| 3.9449 | 6.47 | |
| 0.0569 | 72.42 | |
| 0.9977 | 3,271.06 | |
| 5.7377 | 18.23 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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