FTSE TWSE Taiwan 50 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.17% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 21.39 | |
| 0.0700 | 25.08 | |
| 0.9239 | 383.19 | |
| 0.4685 | 18.45 | |
| 1.2670 | 27.95 |
Estimation Period:
Dec 15, 2003 to Feb 11, 2026
Dec 15, 2003 to Feb 11, 2026
News Impact Curve
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