Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
28.93%
decreased by 0.97%
1 Week
28.89%
decreased by 1.01%
1 Month
28.76%
decreased by 1.14%
Analysis last updated: Thursday, June 18, 2026 at 07:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 22.49 | |
| 0.0454 | 19.63 | |
| 0.9089 | 462.52 | |
| 0.0754 | 16.24 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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