V-Lab
Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:19.76% (+6.27%)
Analysis last updated: Tuesday, November 12, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 2.83 | |
| 0.0800 | 39.72 | |
| 0.9081 | 433.47 | |
| 0.5614 | 26.76 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses