Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:26.73% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0039 | 1.18 | |
| 0.7534 | 107.12 | |
| 0.2012 | 39.92 | |
| 0.0101 | 2.65 | |
| 0.0593 | 4.86 | |
| 0.9359 | 69.34 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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