Taiwan Stock Exchange Weighted Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.47% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7678 | 6.30 | |
| 0.0563 | 72.31 | |
| 0.9976 | 3,041.39 | |
| 5.6626 | 18.10 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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