FTSE TWSE Taiwan 50 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.97% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 8.08 | |
| 0.1298 | 27.61 | |
| 0.9793 | 824.99 | |
| -0.0681 | -19.70 |
Estimation Period:
Dec 15, 2003 to Dec 31, 2025
Dec 15, 2003 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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