Taiwan Stock Exchange Weighted Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.54% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 17.29 | |
| 0.0780 | 38.55 | |
| 0.9164 | 464.23 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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