Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
35.40%
decreased by 1.02%
1 Week
35.04%
decreased by 1.38%
1 Month
33.76%
decreased by 2.66%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 1.3603 | 7.21 | |
| 0.0847 | 8.96 | |
| 0.8951 | 86.81 | |
| -0.0023 | -1.43 | |
| 0.0082 | 2.82 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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