Formosa Plastics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.08% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 12.68 | |
| 0.0554 | 21.78 | |
| 0.9420 | 602.31 | |
| -0.0123 | -3.24 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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