FTSE TWSE Taiwan 50 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.39%
increased by 0.16%
1 Week
24.25%
increased by 0.02%
1 Month
23.78%
decreased by 0.45%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.68 | |
| 0.0809 | 33.73 | |
| 0.8955 | 347.88 | |
| 0.5526 | 22.41 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
Other AGARCH Analyses on Equity Indices