Formosa Chemical & Fiber GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:71.77% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 15.99 | |
| 0.0791 | 25.92 | |
| 0.9033 | 433.63 | |
| 0.0043 | 0.83 |
Estimation Period:
Jan 4, 1990 to Feb 11, 2026
Jan 4, 1990 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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