Taiwan Aries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.33% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4616 | 5.89 | |
| 0.2009 | 9.44 | |
| 0.6541 | 14.38 | |
| -0.0278 | -0.24 | |
| 0.0668 | 0.38 | |
| -0.1618 | -1.13 | |
| 0.3271 | 2.04 | |
| -0.3605 | -2.03 | |
| 0.3217 | 1.87 | |
| -0.6012 | -3.41 | |
| 1.2001 | 6.02 | |
| -1.8238 | -7.24 |
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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