Formosa Oilseed Processing GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.90% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2476 | 22.28 | |
| 0.2372 | 27.87 | |
| 0.7577 | 171.57 | |
| -0.0209 | -1.51 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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