Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:16.64% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0038 | 1.17 | |
| 0.7550 | 106.55 | |
| 0.1988 | 39.52 | |
| 0.0099 | 2.66 | |
| 0.0573 | 4.89 | |
| 0.9378 | 72.13 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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