Formosa Sumco Tech Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.19% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 13.30 | |
| 0.0654 | 11.69 | |
| 0.9209 | 320.53 | |
| 0.0032 | 0.27 |
Estimation Period:
Dec 11, 2007 to Feb 6, 2026
Dec 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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