V-Lab
Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:33.05% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6355 | 9.71 | |
| 0.0824 | 8.58 | |
| 0.9009 | 88.85 | |
| 0.0011 | 6.37 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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