Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:30.17% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.94 | |
| 0.0857 | 40.88 | |
| 0.9016 | 421.33 | |
| 0.5615 | 28.81 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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