Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.85% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 14.15 | |
| 0.1602 | 40.88 | |
| 0.9853 | 1,403.53 | |
| -0.0598 | -19.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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