Taiwan Fructose Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.35% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 8.70 | |
| 0.0979 | 10.22 | |
| 0.9161 | 198.15 | |
| -0.0651 | -6.11 |
Estimation Period:
Sep 12, 2006 to Feb 11, 2026
Sep 12, 2006 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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