FTSE TWSE Taiwan 50 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.85% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 20.05 | |
| 0.0303 | 11.25 | |
| 0.9090 | 354.96 | |
| 0.0816 | 13.82 |
Estimation Period:
Dec 15, 2003 to Feb 11, 2026
Dec 15, 2003 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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