V-Lab
Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 14th, 2024:21.56% (-1.33%)
Analysis last updated: Wednesday, November 13, 2024 at 07:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0039 | 1.19 | |
| 0.7609 | 101.65 | |
| 0.1890 | 37.05 | |
| 0.0100 | 2.55 | |
| 0.0592 | 4.62 | |
| 0.9358 | 65.81 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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