V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:19.09% (+1.06%)
Analysis last updated: Monday, June 30, 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
ω0.022222.06
α0.043818.57
β0.9099458.39
γ0.075716.19
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts