V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.91% (-0.84%)
Analysis last updated: Friday, May 3, 2024 at 07:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6071 | 10.19 | |
| 0.0751 | 9.18 | |
| 0.9084 | 100.15 | |
| 0.0012 | 6.52 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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