Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:37.77% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 22.55 | |
| 0.0450 | 19.06 | |
| 0.9087 | 457.54 | |
| 0.0758 | 16.13 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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