Taiwan Stock Exchange Weighted Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:20.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 14.12 | |
| 0.1605 | 40.80 | |
| 0.9853 | 1,399.52 | |
| -0.0600 | -19.36 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
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