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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:17.85% (-0.48%)
Analysis last updated: Tuesday, October 14, 2025 at 07:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index MF2-GARCH
paramt-stat
m26
α0.00351.07
β0.7561105.97
γ0.198239.26
λ10.01002.65
λ20.05834.82
λ30.936769.77
Estimation Period:
Jan 1, 1990 to Oct 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts