Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.56% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 22.42 | |
| 0.0439 | 18.74 | |
| 0.9096 | 461.04 | |
| 0.0757 | 16.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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