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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:22.00% (-0.94%)
Analysis last updated: Thursday, December 4, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index GJR-GARCH
paramt-stat
ω0.022722.36
α0.044018.69
β0.9093459.27
γ0.076316.30
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts