Taiwan Taffeta Fabric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.03% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4549 | 7.35 | |
| 0.1342 | 8.53 | |
| 0.7915 | 32.36 | |
| -0.0173 | -1.52 | |
| 0.0316 | 1.78 | |
| -0.0443 | -2.83 | |
| 0.0792 | 4.87 | |
| -0.0720 | -5.83 |
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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