Taiwan Fund Inc/The/MD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.29% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8811 | 5.24 | |
| 0.1074 | 9.77 | |
| 0.8480 | 61.77 | |
| 0.0400 | 1.40 | |
| -0.0273 | -0.65 | |
| -0.0583 | -1.87 | |
| 0.0903 | 3.31 | |
| -0.0902 | -3.53 | |
| 0.0944 | 3.17 | |
| -0.0435 | -1.14 | |
| -0.0265 | -0.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Fund Inc/The/MD Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds