Taiwan Surface Mounting Tech GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.18% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 11.12 | |
| 0.0501 | 15.19 | |
| 0.9462 | 455.13 | |
| -0.0019 | -0.39 |
Estimation Period:
Aug 16, 2005 to Feb 6, 2026
Aug 16, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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