V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:16.76% (-0.69%)
Analysis last updated: Thursday, December 26, 2024 at 07:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6117 | 10.16 | |
| 0.0775 | 9.04 | |
| 0.9056 | 96.32 | |
| 0.0011 | 6.56 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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