Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
28.69%
decreased by 1.17%
1 Week
28.38%
decreased by 1.48%
1 Month
27.24%
decreased by 2.62%
Analysis last updated: Thursday, May 7, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6287 | 9.87 | |
| 0.0851 | 9.00 | |
| 0.8974 | 91.02 | |
| 0.0010 | 6.39 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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