V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:19.11% (-0.77%)
Analysis last updated: Friday, August 29, 2025 at 07:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index GJR-GARCH
paramt-stat
ω0.022422.22
α0.043818.57
β0.9099459.76
γ0.075616.17
Estimation Period:
Jan 1, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts