Taiwan Fund Inc/The/MD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.51% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 20.40 | |
| 0.0645 | 21.43 | |
| 0.9159 | 568.55 | |
| 0.0359 | 7.54 |
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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