We also utilized seven kinds of volatility indices to clarify their relationship with real volatility (RV), contemporaneous as well as future return of TAIEX via the means of MAE, regression, etc.

• 研究方法利用七种不同波动度指标与真实波动度(RV)、TAIEX同期报酬、TAIEX未来报酬进行平均绝对误差与迴归等分析。