Tainan Spinning Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.40% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0686 | 19.06 | |
| 0.1215 | 32.01 | |
| 0.8848 | 327.95 | |
| -0.0217 | -3.41 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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