Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
33.01%
increased by 1.60%
1 Week
32.91%
decreased by 0.10%
1 Month
32.51%
decreased by 0.50%
Analysis last updated: Tuesday, March 24, 2026 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 22.61 | |
| 0.0451 | 19.09 | |
| 0.9084 | 457.16 | |
| 0.0761 | 16.18 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other GJR-GARCH Analyses on Equity Indices