Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.37% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3610 | 7.25 | |
| 0.0839 | 8.84 | |
| 0.8956 | 86.40 | |
| -0.0022 | -1.37 | |
| 0.0079 | 2.70 |
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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