Formosa Taffeta Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.63% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 13.61 | |
| 0.0600 | 25.28 | |
| 0.9397 | 572.97 | |
| -0.0055 | -1.52 |
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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