Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.01% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6211 | 9.99 | |
| 0.0840 | 8.86 | |
| 0.8982 | 90.68 | |
| 0.0010 | 6.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices