V-Lab
V-Lab
FTSE TWSE Taiwan 50 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:20.06% (-0.36%)

Analysis last updated: Saturday, May 18, 2024 at 02:32 AM UTC

Date Range:

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graph of FTSE TWSE Taiwan 50 Index MF2-GARCH
paramt-stat
m26
α0.00000.00
β0.831391.36
γ0.127323.17
λ10.00981.72
λ20.03742.40
λ30.955349.60
Estimation Period:
Dec 15, 2003 to Apr 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts