Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.49% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 22.43 | |
| 0.0441 | 18.81 | |
| 0.9094 | 460.47 | |
| 0.0757 | 16.20 |
Estimation Period:
Jan 1, 1990 to Feb 11, 2026
Jan 1, 1990 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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