V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:33.95% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6333 | 9.76 | |
| 0.0827 | 8.58 | |
| 0.9005 | 88.52 | |
| 0.0011 | 6.41 |
Estimation Period:
Jan 1, 1990 to May 9, 2025
Jan 1, 1990 to May 9, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices