V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2025:30.47% (+13.59%)
Analysis last updated: Monday, February 3, 2025 at 07:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0031 | 0.96 | |
| 0.7593 | 100.95 | |
| 0.1904 | 37.41 | |
| 0.0101 | 2.51 | |
| 0.0599 | 4.56 | |
| 0.9350 | 64.30 |
Estimation Period:
Jan 1, 1990 to Jan 22, 2025
Jan 1, 1990 to Jan 22, 2025
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