Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:31.38% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6326 | 9.85 | |
| 0.0854 | 8.98 | |
| 0.8971 | 90.66 | |
| 0.0010 | 6.40 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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