FTSE TWSE Taiwan 50 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.52% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 21.62 | |
| 0.0699 | 24.49 | |
| 0.9230 | 376.10 | |
| 0.4810 | 18.19 | |
| 1.2744 | 28.21 |
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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