Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:17.67% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 22.39 | |
| 0.0440 | 18.68 | |
| 0.9093 | 458.55 | |
| 0.0761 | 16.26 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other GJR-GARCH Analyses on Equity Indices