Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
29.52%
decreased by 1.14%
1 Week
29.34%
decreased by 1.32%
1 Month
28.72%
decreased by 1.94%
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 | |
|---|---|---|
| 1.3593 | 7.24 | |
| 0.0846 | 8.94 | |
| 0.8949 | 86.56 | |
| -0.0023 | -1.41 | |
| 0.0081 | 2.81 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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