Taiwan Stock Exchange Weighted Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:17.37% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6230 | 9.99 | |
| 0.0838 | 8.81 | |
| 0.8984 | 90.36 | |
| 0.0011 | 6.52 |
Estimation Period:
Jan 1, 1990 to Oct 9, 2025
Jan 1, 1990 to Oct 9, 2025
News Impact Curve
Volatility Forecasts
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