Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:24.05% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 24.45 | |
| 0.0840 | 35.28 | |
| 0.9160 | 456.16 | |
| 0.3142 | 21.24 | |
| 1.5019 | 37.05 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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