Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:37.07% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8633 | 6.38 | |
| 0.0567 | 72.34 | |
| 0.9976 | 3,147.05 | |
| 5.6969 | 18.10 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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