FTSE TWSE Taiwan 50 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
30.62%
decreased by 0.68%
1 Week
30.37%
decreased by 0.93%
1 Month
29.47%
decreased by 1.83%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 22.55 | |
| 0.0851 | 22.68 | |
| 0.8572 | 299.61 | |
| 0.0845 | 13.13 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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