Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:20.59% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6251 | 9.94 | |
| 0.0843 | 8.86 | |
| 0.8980 | 90.42 | |
| 0.0011 | 6.48 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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