V-Lab: Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis

V-Lab

Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.43% (-1.14%)

Analysis last updated: Friday, August 29, 2025 at 07:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0036	1.09
$β$	0.7566	106.07
$γ$	0.1980	39.16
$λ_{1}$	0.0100	2.65
$λ_{2}$	0.0583	4.82
$λ_{3}$	0.9368	69.95

Estimation Period:
Jan 1, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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