Taiwan-Asia Semiconductor GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.83% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1171 | 13.55 | |
| 0.0580 | 19.62 | |
| 0.9274 | 377.93 | |
| 0.0055 | 0.99 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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