Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:17.16% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 22.24 | |
| 0.0438 | 18.60 | |
| 0.9099 | 460.49 | |
| 0.0755 | 16.15 |
Estimation Period:
Jan 1, 1990 to Oct 9, 2025
Jan 1, 1990 to Oct 9, 2025
News Impact Curve
Volatility Forecasts
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