Formosa Petrochemi AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.34% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 11.08 | |
| 0.0590 | 25.16 | |
| 0.9219 | 276.01 | |
| -0.0181 | -0.30 |
Estimation Period:
Jan 5, 2004 to Feb 6, 2026
Jan 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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