V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2025:23.97% (+5.23%)
Analysis last updated: Monday, February 3, 2025 at 07:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6098 | 10.12 | |
| 0.0773 | 9.08 | |
| 0.9060 | 97.00 | |
| 0.0011 | 6.49 |
Estimation Period:
Jan 1, 1990 to Jan 22, 2025
Jan 1, 1990 to Jan 22, 2025
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