V-Lab
Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:27.41% (-1.29%)
Analysis last updated: Friday, September 13, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 2.72 | |
| 0.0796 | 39.52 | |
| 0.9089 | 434.26 | |
| 0.5606 | 26.64 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Jan 1, 1990 to Sep 13, 2024
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