Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.50% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 22.24 | |
| 0.0437 | 18.65 | |
| 0.9099 | 460.96 | |
| 0.0755 | 16.18 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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