FTSE TWSE Taiwan 50 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.92% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 7.91 | |
| 0.0799 | 32.86 | |
| 0.8938 | 338.04 | |
| 0.5866 | 22.88 |
Estimation Period:
Dec 15, 2003 to Dec 31, 2025
Dec 15, 2003 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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