Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
26.02%
decreased by 0.54%
1 Week
25.78%
decreased by 0.78%
1 Month
24.91%
decreased by 1.65%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 1.6297 | 9.78 | |
| 0.0845 | 9.02 | |
| 0.8985 | 92.10 | |
| 0.0010 | 6.30 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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