V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:18.78% (+4.30%)
Analysis last updated: Tuesday, November 12, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.81 | |
| 0.0422 | 18.14 | |
| 0.9155 | 475.33 | |
| 0.0690 | 15.45 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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