Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.51%
increased by 0.10%
1 Week
30.45%
increased by 0.04%
1 Month
30.22%
decreased by 0.19%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0227 | 22.49 | |
| 0.0451 | 19.53 | |
| 0.9090 | 462.12 | |
| 0.0755 | 16.29 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other GJR-GARCH Analyses on Equity Indices