V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:18.48% (+3.98%)
Analysis last updated: Tuesday, November 12, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 22.75 | |
| 0.0796 | 33.93 | |
| 0.9204 | 471.27 | |
| 0.2986 | 19.89 | |
| 1.5313 | 35.83 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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