Formosa Sumco Tech Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.44% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0148 | 5.54 | |
| 0.0873 | 5.73 | |
| 0.8697 | 30.01 | |
| -0.2243 | -0.98 | |
| 0.3703 | 1.06 | |
| -0.2603 | -0.93 | |
| 0.2439 | 0.85 | |
| 0.0361 | 0.14 | |
| -0.6508 | -2.56 | |
| 1.0164 | 4.81 | |
| -1.0913 | -4.83 | |
| 1.0505 | 4.72 | |
| -0.6797 | -3.93 |
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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