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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:17.86% (-0.67%)
Analysis last updated: Friday, December 19, 2025 at 07:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index MF2-GARCH
paramt-stat
m26
α0.00401.21
β0.7554106.74
γ0.198939.51
λ10.00992.68
λ20.05734.91
λ30.937872.32
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts