FTSE TWSE Taiwan 50 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
28.64%
decreased by 0.02%
1 Week
28.43%
decreased by 0.23%
1 Month
27.67%
decreased by 0.99%
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 | |
|---|---|---|
| 0.0261 | 17.64 | |
| 0.0731 | 28.73 | |
| 0.9115 | 348.71 |
Estimation Period:
Dec 15, 2003 to Apr 30, 2026
Dec 15, 2003 to Apr 30, 2026
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