Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:18.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7495 | 6.28 | |
| 0.0563 | 72.33 | |
| 0.9976 | 3,022.93 | |
| 5.6690 | 18.02 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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