Taiwan Stock Exchange Weighted Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:15.13% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0040 | 1.22 | |
| 0.7554 | 106.65 | |
| 0.1986 | 39.48 | |
| 0.0098 | 2.67 | |
| 0.0571 | 4.91 | |
| 0.9380 | 72.66 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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