Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
26.78%
increased by 1.81%
1 Week
28.21%
increased by 3.24%
1 Month
30.51%
increased by 5.54%
Analysis last updated: Friday, May 29, 2026 at 06:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0026 | 0.79 | |
| 0.7511 | 106.22 | |
| 0.2038 | 40.35 | |
| 0.0104 | 2.58 | |
| 0.0617 | 4.73 | |
| 0.9335 | 64.93 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other MF2-GARCH Analyses on Equity Indices