Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
27.67%
decreased by 0.79%
1 Week
27.65%
decreased by 0.81%
1 Month
27.56%
decreased by 0.90%
Analysis last updated: Friday, April 17, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 22.61 | |
| 0.0450 | 19.13 | |
| 0.9083 | 457.58 | |
| 0.0765 | 16.29 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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