Taiwan Taffeta Fabric Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.70% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 10.38 | |
| 0.0941 | 38.19 | |
| 0.9068 | 403.56 | |
| -0.2315 | -4.01 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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