Taiwan Aries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.54% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5520 | 5.43 | |
| 0.1950 | 9.32 | |
| 0.7016 | 19.29 | |
| -0.0112 | -0.09 | |
| 0.0365 | 0.19 | |
| -0.1333 | -0.82 | |
| 0.2938 | 1.60 | |
| -0.3094 | -1.53 | |
| 0.2351 | 1.25 | |
| -0.4413 | -2.38 | |
| 0.8009 | 4.18 | |
| -0.6812 | -5.17 |
Estimation Period:
Sep 12, 2006 to Feb 6, 2026
Sep 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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