Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:21.89% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7852 | 6.30 | |
| 0.0565 | 72.39 | |
| 0.9976 | 3,060.08 | |
| 5.6585 | 18.06 |
Estimation Period:
Jan 1, 1990 to Oct 9, 2025
Jan 1, 1990 to Oct 9, 2025
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