Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
24.33%
increased by 0.28%
1 Week
24.36%
increased by 0.31%
1 Month
24.50%
increased by 0.45%
Analysis last updated: Friday, May 29, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 22.49 | |
| 0.0449 | 19.30 | |
| 0.9090 | 461.41 | |
| 0.0758 | 16.29 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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