Taiwan Chi Cheng Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.86% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2644 | 14.44 | |
| 0.1773 | 11.13 | |
| 0.7015 | 26.12 | |
| 0.0074 | 2.58 | |
| -0.0135 | -2.24 |
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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