Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:15.22% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 22.38 | |
| 0.0438 | 18.68 | |
| 0.9095 | 460.06 | |
| 0.0759 | 16.24 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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