Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:21.07% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3593 | 7.21 | |
| 0.0839 | 8.83 | |
| 0.8957 | 86.46 | |
| -0.0023 | -1.37 | |
| 0.0079 | 2.66 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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