FTSE TWSE Taiwan 50 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.94%
increased by 1.77%
1 Week
24.90%
increased by 1.73%
1 Month
24.76%
increased by 1.59%
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 | |
|---|---|---|
| 0.0259 | 21.27 | |
| 0.0723 | 26.41 | |
| 0.9230 | 388.48 | |
| 0.4487 | 18.93 | |
| 1.2602 | 27.77 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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