FTSE TWSE Taiwan 50 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.85% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 17.73 | |
| 0.0722 | 28.03 | |
| 0.9118 | 343.95 |
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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