Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
22.71%
decreased by 0.03%
1 Week
24.74%
increased by 2.00%
1 Month
28.39%
increased by 5.65%
Analysis last updated: Monday, April 27, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0031 | 0.97 | |
| 0.7518 | 106.37 | |
| 0.2029 | 40.17 | |
| 0.0103 | 2.61 | |
| 0.0609 | 4.78 | |
| 0.9343 | 66.47 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other MF2-GARCH Analyses on Equity Indices