Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
27.15%
decreased by 0.55%
1 Week
26.88%
decreased by 0.82%
1 Month
25.91%
decreased by 1.79%
Analysis last updated: Friday, May 29, 2026 at 06:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6297 | 9.78 | |
| 0.0845 | 9.00 | |
| 0.8985 | 92.00 | |
| 0.0010 | 6.31 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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