Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.79% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7592 | 6.30 | |
| 0.0563 | 72.21 | |
| 0.9976 | 3,041.39 | |
| 5.6912 | 17.89 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other Taiwan Stock Exchange Weighted Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices