Taiwan Taffeta Fabric Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.79% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3183 | 5.92 | |
| 0.1533 | 8.77 | |
| 0.7413 | 24.26 | |
| -0.0633 | -0.99 | |
| 0.0791 | 0.85 | |
| -0.0456 | -0.79 | |
| 0.1126 | 1.97 | |
| -0.2085 | -2.71 | |
| 0.2161 | 1.75 | |
| -0.1756 | -1.22 | |
| 0.2654 | 2.24 | |
| -0.3320 | -3.13 | |
| 0.3043 | 2.42 |
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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