Skip to main content
V-Lab

Formosa Sumco Tech Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.68% (-2.77%)
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 SGARCH
paramt-stat
ω0.99895.64
α0.08725.50
β0.865927.71
γ1-0.2514-1.14
γ20.41491.23
γ3-0.2879-1.07
γ40.26000.94
γ50.02580.10
γ6-0.6397-2.56
γ70.99114.83
γ8-1.0148-4.56
γ90.84193.39
γ10-0.1169-0.31
Estimation Period:
Dec 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts