Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:16.54% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 3.31 | |
| 0.0844 | 40.30 | |
| 0.9027 | 421.63 | |
| 0.5714 | 28.38 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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