FTSE TWSE Taiwan 50 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.52% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8075 | 100.15 | |
| 0.1499 | 28.21 | |
| 0.0093 | 1.89 | |
| 0.0372 | 2.87 | |
| 0.9565 | 60.90 |
Estimation Period:
Dec 15, 2003 to Dec 31, 2025
Dec 15, 2003 to Dec 31, 2025
News Impact Curve
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