Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:15.19% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6224 | 10.00 | |
| 0.0837 | 8.81 | |
| 0.8984 | 90.39 | |
| 0.0011 | 6.55 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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