Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:26.56% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 3.23 | |
| 0.0851 | 40.46 | |
| 0.9019 | 419.31 | |
| 0.5750 | 28.73 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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