V-Lab
Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:16.96% (+3.15%)
Analysis last updated: Tuesday, November 12, 2024 at 07:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6687 | 9.25 | |
| 0.0783 | 9.07 | |
| 0.9046 | 95.33 | |
| 0.0015 | 2.15 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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