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, June 2nd, 2025:19.60% (-0.54%)

Analysis last updated: Thursday, May 29, 2025 at 07:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0042	1.26
$β$	0.7569	106.46
$γ$	0.1975	39.01
$λ_{1}$	0.0098	2.67
$λ_{2}$	0.0576	4.90
$λ_{3}$	0.9375	71.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Taiwan Stock Exchange Weighted Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T