Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
29.11%
decreased by 0.87%
1 Week
28.81%
decreased by 1.17%
1 Month
27.68%
decreased by 2.30%
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 | |
|---|---|---|
| 1.6320 | 9.74 | |
| 0.0845 | 9.05 | |
| 0.8986 | 92.36 | |
| 0.0010 | 6.28 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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