Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.21% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0038 | 1.16 | |
| 0.7551 | 106.78 | |
| 0.1990 | 39.56 | |
| 0.0099 | 2.66 | |
| 0.0576 | 4.88 | |
| 0.9375 | 71.67 |
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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