V-Lab
Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:20.84% (-0.26%)
Analysis last updated: Tuesday, January 14, 2025 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 22.77 | |
| 0.0791 | 33.91 | |
| 0.9209 | 473.95 | |
| 0.3007 | 19.92 | |
| 1.5281 | 35.87 |
Estimation Period:
Jan 1, 1990 to Jan 10, 2025
Jan 1, 1990 to Jan 10, 2025
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