---
title: Forecasting TSEC Volatility
url: https://www.ml-quant.com/papers/ssrn/4779552/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4779552
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4779552
featured: 2024-04-03
citations: unknown
topic: Derivatives & Volatility
---


# Forecasting TSEC Volatility

The study compares GARCH family models and EWMA models to identify the best algorithm for predicting volatility in Taiwan's stock market, using data from 1997 to 2023.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4779552
- Identifier: SSRN 4779552
- Released: 2023-12-31
- First featured: Quant Letter No. 43 (2024-04-03): https://www.ml-quant.com/issues/2024-04-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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