V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:16.82% (-0.60%)
Analysis last updated: Thursday, December 26, 2024 at 07:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.74 | |
| 0.0418 | 18.05 | |
| 0.9161 | 478.12 | |
| 0.0686 | 15.44 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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