V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 13th, 2025:14.49% (-0.49%)
Analysis last updated: Tuesday, August 12, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index GJR-GARCH
paramt-stat
ω0.022422.12
α0.043818.57
β0.9096458.25
γ0.076016.23
Estimation Period:
Jan 1, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts