Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:16.02% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0036 | 1.09 | |
| 0.7561 | 106.09 | |
| 0.1982 | 39.26 | |
| 0.0100 | 2.65 | |
| 0.0582 | 4.83 | |
| 0.9368 | 70.07 |
Estimation Period:
Jan 1, 1990 to Oct 23, 2025
Jan 1, 1990 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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