V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:18.31% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6236 | 9.98 | |
| 0.0839 | 8.80 | |
| 0.8983 | 90.28 | |
| 0.0011 | 6.52 |
Estimation Period:
Jan 1, 1990 to Aug 29, 2025
Jan 1, 1990 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
Other Taiwan Stock Exchange Weighted Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices