V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.26% (-1.18%)
Analysis last updated: Friday, May 3, 2024 at 07:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0046 | 1.40 | |
| 0.7683 | 102.79 | |
| 0.1828 | 35.75 | |
| 0.0097 | 2.59 | |
| 0.0584 | 4.63 | |
| 0.9366 | 67.07 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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