2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/209104We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent $θ_{p}$ was defined for non-equilibrium critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in an economic index \cite{Zheng}. In recent numerical analysis studies of literatures, it is illustrated that the persistence probability has a universal scaling form $P(t) \sim t^{-θ_{p}}$ \cite{Zheng1}. In this work, we analyzed persistence properties of universal scaling behavior on Taiwan financial market, and also calculated the global persistence exponent $θ_{p}$. We found our analytical results in good agreement with the same universality.10 pages, 9 figures, APFA5 conferenceData Analysis, Statistics and ProbabilityComputational PhysicsStatistical Financetext