Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
29.79%
decreased by 1.61%
1 Week
29.77%
decreased by 1.63%
1 Month
29.68%
decreased by 1.72%
Analysis last updated: Wednesday, June 17, 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 | |
|---|---|---|
| 0.0222 | 24.74 | |
| 0.0850 | 36.00 | |
| 0.9150 | 455.47 | |
| 0.3096 | 21.77 | |
| 1.5027 | 37.04 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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