Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
28.48%
decreased by 1.07%
1 Week
29.74%
increased by 0.19%
1 Month
31.86%
increased by 2.31%
Analysis last updated: Thursday, June 18, 2026 at 07:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0023 | 0.69 | |
| 0.7500 | 106.07 | |
| 0.2047 | 40.53 | |
| 0.0105 | 2.55 | |
| 0.0625 | 4.69 | |
| 0.9327 | 63.57 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other MF2-GARCH Analyses on Equity Indices