V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:27.01% (-1.19%)
Analysis last updated: Friday, September 13, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 22.47 | |
| 0.0788 | 33.50 | |
| 0.9212 | 472.88 | |
| 0.2974 | 19.78 | |
| 1.5408 | 35.67 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Jan 1, 1990 to Sep 13, 2024
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