V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:23.05% (-1.45%)
Analysis last updated: Friday, September 13, 2024 at 07:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0037 | 1.14 | |
| 0.7599 | 101.11 | |
| 0.1897 | 37.11 | |
| 0.0099 | 2.52 | |
| 0.0597 | 4.60 | |
| 0.9354 | 65.10 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Jan 1, 1990 to Sep 13, 2024
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