Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
31.45%
decreased by 1.53%
1 Week
31.33%
decreased by 1.65%
1 Month
30.89%
decreased by 2.09%
Analysis last updated: Friday, June 12, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 3.87 | |
| 0.0861 | 41.37 | |
| 0.9016 | 424.49 | |
| 0.5602 | 29.14 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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