Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.62%
decreased by 0.48%
1 Week
32.54%
decreased by 0.56%
1 Month
32.21%
decreased by 0.89%
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 | |
|---|---|---|
| 0.0226 | 22.49 | |
| 0.0455 | 19.65 | |
| 0.9088 | 462.27 | |
| 0.0754 | 16.24 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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