Formosa Petrochemi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.26% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 14.27 | |
| 0.1185 | 25.05 | |
| 0.9804 | 549.54 | |
| 0.0038 | 0.63 |
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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