Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.78%
increased by 1.43%
1 Week
27.79%
increased by 2.44%
1 Month
29.68%
increased by 4.33%
Analysis last updated: Saturday, May 16, 2026 at 01:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0027 | 0.82 | |
| 0.7512 | 106.19 | |
| 0.2036 | 40.30 | |
| 0.0104 | 2.58 | |
| 0.0614 | 4.74 | |
| 0.9338 | 65.33 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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