Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:18.49% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7569 | 6.29 | |
| 0.0565 | 72.20 | |
| 0.9976 | 3,032.13 | |
| 5.6768 | 17.96 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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