V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.06% (-0.35%)
Analysis last updated: Friday, April 26, 2024 at 07:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6084 | 10.17 | |
| 0.0752 | 9.18 | |
| 0.9083 | 100.00 | |
| 0.0012 | 6.52 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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