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V-Lab

Tatung Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.30% (-1.57%)
Analysis last updated: Sunday, February 8, 2026 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tatung Co S0GARCH
paramt-stat
ω1.891010.40
α0.11868.47
β0.720720.43
γ10.11143.13
γ2-0.1146-1.82
γ30.00180.03
γ4-0.0314-0.67
γ50.11242.03
γ6-0.2285-3.25
γ70.32105.54
γ8-0.2669-6.31
γ90.10982.82
γ10-0.0113-0.39
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts