Taiwan Stock Exchange Weighted Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:16.99% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3638 | 7.21 | |
| 0.0836 | 8.79 | |
| 0.8962 | 86.59 | |
| -0.0022 | -1.32 | |
| 0.0076 | 2.54 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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