Taiwan Taffeta Fabric Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.57% (-6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1732 | 27.81 | |
| 0.7174 | 78.10 | |
| -0.0166 | -1.96 | |
| 0.0028 | 3.63 | |
| 0.0144 | 6.07 | |
| 0.9850 | 385.84 |
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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