Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.40% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3621 | 7.26 | |
| 0.0838 | 8.83 | |
| 0.8957 | 86.39 | |
| -0.0022 | -1.34 | |
| 0.0078 | 2.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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