Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:14.67% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 3.47 | |
| 0.0842 | 40.49 | |
| 0.9028 | 423.67 | |
| 0.5706 | 28.63 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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