Taiwan Fertilizer Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.39% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 13.37 | |
| 0.0652 | 21.85 | |
| 0.9412 | 444.59 | |
| -0.0219 | -4.85 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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