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Taiwan Styrene Monomer Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.79% (-0.31%)
Analysis last updated: Thursday, February 12, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Styrene Monomer Corp S0GARCH
paramt-stat
ω0.85625.50
α0.11338.13
β0.745822.48
γ1-0.0604-1.46
γ20.11141.92
γ3-0.1416-3.96
γ40.16225.63
γ5-0.0894-3.08
γ60.00660.18
γ70.00560.12
γ80.03130.62
γ9-0.0344-0.87
Estimation Period:
May 23, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts