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V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:16.02% (-0.19%)
Analysis last updated: Wednesday, October 29, 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
α0.00361.09
β0.7561106.09
γ0.198239.26
λ10.01002.65
λ20.05824.83
λ30.936870.07
Estimation Period:
Jan 1, 1990 to Oct 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts