Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.11% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7928 | 6.33 | |
| 0.0564 | 72.21 | |
| 0.9976 | 3,078.98 | |
| 5.6989 | 17.90 |
Estimation Period:
Jan 1, 1990 to Feb 11, 2026
Jan 1, 1990 to Feb 11, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices