Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.69% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 3.57 | |
| 0.0843 | 40.61 | |
| 0.9028 | 424.24 | |
| 0.5691 | 28.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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