Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.40% (+1.39%)
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
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