FTSE TWSE Taiwan 50 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.60% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5618 | 5.32 | |
| 0.0484 | 27.87 | |
| 0.9911 | 636.57 | |
| 6.0071 | 5.36 |
Estimation Period:
Dec 15, 2003 to Dec 31, 2025
Dec 15, 2003 to Dec 31, 2025
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