Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:23.26% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8106 | 6.34 | |
| 0.0564 | 72.49 | |
| 0.9976 | 3,098.13 | |
| 5.6617 | 18.19 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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