FTSE TWSE Taiwan 50 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.36% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8079 | 100.30 | |
| 0.1491 | 28.10 | |
| 0.0089 | 1.85 | |
| 0.0375 | 2.88 | |
| 0.9566 | 61.08 |
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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