Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0038 | 1.16 | |
| 0.7550 | 106.67 | |
| 0.1988 | 39.54 | |
| 0.0099 | 2.66 | |
| 0.0573 | 4.89 | |
| 0.9377 | 72.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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