Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:29.64% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6288 | 9.89 | |
| 0.0848 | 8.94 | |
| 0.8976 | 90.75 | |
| 0.0010 | 6.40 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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