Formosa Petrochemi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.01% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 10.92 | |
| 0.0635 | 15.72 | |
| 0.9219 | 273.41 | |
| -0.0088 | -1.51 |
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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