Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:23.05% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6226 | 9.96 | |
| 0.0841 | 8.88 | |
| 0.8981 | 90.72 | |
| 0.0010 | 6.47 |
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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