Taiwan Chi Cheng Enterprise GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.32% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1563 | 28.11 | |
| 0.1646 | 20.82 | |
| 0.7209 | 117.02 | |
| 0.0157 | 1.08 |
Estimation Period:
May 13, 2005 to Feb 6, 2026
May 13, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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