Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
34.79%
decreased by 1.02%
1 Week
34.35%
decreased by 1.46%
1 Month
32.71%
decreased by 3.10%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 1.6334 | 9.81 | |
| 0.0852 | 9.01 | |
| 0.8975 | 91.20 | |
| 0.0010 | 6.36 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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