FTSE TWSE Taiwan 50 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.29% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.49 | |
| 0.0793 | 33.07 | |
| 0.8960 | 346.35 | |
| 0.5650 | 22.33 |
Estimation Period:
Dec 15, 2003 to Feb 11, 2026
Dec 15, 2003 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices