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V-Lab

Formosa Taffeta Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.63% (+0.51%)
Analysis last updated: Sunday, February 8, 2026 at 04:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Formosa Taffeta Co Ltd SGARCH
paramt-stat
ω2.62846.44
α0.11689.18
β0.789436.28
γ10.15203.62
γ2-0.1629-2.71
γ3-0.0479-1.33
γ40.12183.59
γ5-0.1089-3.18
γ60.07832.46
γ7-0.0511-1.43
γ8-0.0011-0.02
γ90.18772.61
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts