Taiwan Fund Inc/The/MD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.41% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 23.41 | |
| 0.1486 | 43.39 | |
| 0.9910 | 1,920.64 | |
| -0.0308 | -6.86 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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