V-Lab
Taiwan Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2025:26.28% (+7.43%)
Analysis last updated: Monday, February 3, 2025 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.78 | |
| 0.0417 | 18.09 | |
| 0.9161 | 479.36 | |
| 0.0689 | 15.54 |
Estimation Period:
Jan 1, 1990 to Jan 22, 2025
Jan 1, 1990 to Jan 22, 2025
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