Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:17.05% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6214 | 10.00 | |
| 0.0841 | 8.86 | |
| 0.8980 | 90.47 | |
| 0.0011 | 6.48 |
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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