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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.51% (-0.66%)
Analysis last updated: Tuesday, October 21, 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
ω0.022522.26
α0.043918.65
β0.9099460.46
γ0.075416.13
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts