V-Lab
Taiwan Stock Exchange Weighted Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:51.51% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 6.48 | |
| 0.0759 | 5.12 | |
| 0.8352 | 76.58 | |
| 0.1070 | 5.14 |
Estimation Period:
Mar 31, 1993 to Apr 11, 2025
Mar 31, 1993 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other Asy. MEM Analyses on Equity Indices