V-Lab
Taiwan Stock Exchange Weighted Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, November 14th, 2024:21.41% (-0.84%)
Analysis last updated: Wednesday, November 13, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 6.47 | |
| 0.0748 | 5.18 | |
| 0.8393 | 79.85 | |
| 0.1017 | 4.98 |
Estimation Period:
Mar 31, 1993 to Nov 8, 2024
Mar 31, 1993 to Nov 8, 2024
News Impact Curve
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