Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
25.72%
decreased by 0.97%
1 Week
26.58%
decreased by 0.11%
1 Month
28.61%
increased by 1.92%
Analysis last updated: Friday, April 10, 2026 at 07:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0035 | 1.06 | |
| 0.7524 | 106.82 | |
| 0.2024 | 40.07 | |
| 0.0103 | 2.63 | |
| 0.0604 | 4.82 | |
| 0.9348 | 67.52 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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