Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:17.85% (-0.48%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.0035 | 1.07 | |
0.7561 | 105.97 | |
0.1982 | 39.26 | |
0.0100 | 2.65 | |
0.0583 | 4.82 | |
0.9367 | 69.77 |
Estimation Period:
Jan 1, 1990 to Oct 9, 2025
Jan 1, 1990 to Oct 9, 2025
News Impact Curve
Volatility Forecasts
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