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 Tuesday, July 1st, 2025:20.36% (+2.28%)

Analysis last updated: Monday, June 30, 2025 at 07:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0039	1.19
$β$	0.7570	106.40
$γ$	0.1976	39.05
$λ_{1}$	0.0099	2.67
$λ_{2}$	0.0580	4.86
$λ_{3}$	0.9371	70.94

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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