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V-Lab

Taiwan Taffeta Fabric Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.79% (-5.78%)
Analysis last updated: Sunday, February 8, 2026 at 03:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Taffeta Fabric Co Ltd SGARCH
paramt-stat
ω1.31835.92
α0.15338.77
β0.741324.26
γ1-0.0633-0.99
γ20.07910.85
γ3-0.0456-0.79
γ40.11261.97
γ5-0.2085-2.71
γ60.21611.75
γ7-0.1756-1.22
γ80.26542.24
γ9-0.3320-3.13
γ100.30432.42
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts