FTSE TWSE Taiwan 50 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.54% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 8.34 | |
| 0.1299 | 28.00 | |
| 0.9798 | 846.08 | |
| -0.0664 | -19.59 |
Estimation Period:
Dec 15, 2003 to Feb 11, 2026
Dec 15, 2003 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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