Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.51% (-0.66%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0225 | 22.26 | |
0.0439 | 18.65 | |
0.9099 | 460.46 | |
0.0754 | 16.13 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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