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V-Lab

Taiwan-Asia Semiconductor Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.37% (+1.85%)
Analysis last updated: Sunday, February 8, 2026 at 03:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan-Asia Semiconductor SGARCH
paramt-stat
ω0.67026.15
α0.10286.59
β0.767122.82
γ1-0.0940-1.65
γ20.05250.63
γ30.11212.03
γ4-0.1555-2.37
γ50.11541.74
γ60.01870.36
γ7-0.0640-1.19
γ8-0.0393-0.71
γ90.17912.87
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts