V-Lab: Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis

V-Lab

Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 10th, 2025:16.73% (-0.24%)

Analysis last updated: Wednesday, July 9, 2025 at 07:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3559	7.12
$α$	0.0839	8.77
$β$	0.8962	86.37
$γ_{1}$	-0.0024	-1.38
$γ_{2}$	0.0079	2.55

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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