Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:16.15% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6222 | 10.01 | |
| 0.0843 | 8.85 | |
| 0.8978 | 90.13 | |
| 0.0011 | 6.51 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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