Taiwan Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:19.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 3.21 | |
| 0.0847 | 40.47 | |
| 0.9022 | 420.62 | |
| 0.5758 | 28.68 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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