Taiwan Taffeta Fabric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.59% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 17.51 | |
| 0.0938 | 19.53 | |
| 0.9110 | 405.07 | |
| -0.0096 | -1.25 |
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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