Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
24.61%
decreased by 0.89%
1 Week
24.64%
decreased by 0.86%
1 Month
24.74%
decreased by 0.76%
Analysis last updated: Thursday, May 7, 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 | |
|---|---|---|
| 0.0231 | 22.65 | |
| 0.0449 | 19.12 | |
| 0.9083 | 457.58 | |
| 0.0767 | 16.36 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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