FTSE TWSE Taiwan 50 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.54% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5845 | 5.31 | |
| 0.0484 | 28.29 | |
| 0.9914 | 657.44 | |
| 6.0376 | 5.43 |
Estimation Period:
Dec 15, 2003 to Feb 11, 2026
Dec 15, 2003 to Feb 11, 2026
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