Skip to main content
V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:33.80% (+11.43%)
Analysis last updated: Friday, November 21, 2025 at 07:11 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
β0.7564107.32
γ0.199039.42
λ10.00992.69
λ20.05754.92
λ30.937672.43
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts