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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:21.68% (-1.64%)
Analysis last updated: Friday, November 28, 2025 at 07:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index MF2-GARCH
paramt-stat
m26
α0.00391.18
β0.7562107.10
γ0.198739.41
λ10.00992.68
λ20.05764.90
λ30.937571.96
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts