V-Lab
V-Lab
Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:16.34% (-0.33%)
Analysis last updated: Tuesday, March 18, 2025 at 07:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Stock Exchange Weighted Index SGARCH
paramt-stat
ω1.68729.33
α0.07729.11
β0.905996.95
γ10.00162.43
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts