V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:19.22% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6298 | 9.98 | |
| 0.0846 | 8.72 | |
| 0.8974 | 88.04 | |
| 0.0011 | 6.58 |
Estimation Period:
Jan 1, 1990 to May 29, 2025
Jan 1, 1990 to May 29, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices