V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:15.06% (-0.15%)
Analysis last updated: Monday, July 14, 2025 at 07:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index GJR-GARCH
paramt-stat
ω0.022322.10
α0.043918.58
β0.9096457.31
γ0.076016.22
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts