Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:18.52% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 14.09 | |
| 0.1602 | 40.69 | |
| 0.9854 | 1,405.64 | |
| -0.0596 | -19.18 |
Estimation Period:
Jan 1, 1990 to Oct 23, 2025
Jan 1, 1990 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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