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V-Lab

Formosa Sumco Tech Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.44% (-3.07%)
Analysis last updated: Sunday, February 8, 2026 at 03:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Formosa Sumco Tech Corp S0GARCH
paramt-stat
ω1.01485.54
α0.08735.73
β0.869730.01
γ1-0.2243-0.98
γ20.37031.06
γ3-0.2603-0.93
γ40.24390.85
γ50.03610.14
γ6-0.6508-2.56
γ71.01644.81
γ8-1.0913-4.83
γ91.05054.72
γ10-0.6797-3.93
Estimation Period:
Dec 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts