Taiwan Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:15.93% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 24.42 | |
| 0.0840 | 35.26 | |
| 0.9160 | 455.94 | |
| 0.3145 | 21.23 | |
| 1.4987 | 36.97 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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