Umc Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.51% (+8.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0962 | 9.74 | |
| 0.1656 | 13.31 | |
| 0.7327 | 49.92 | |
| 0.0103 | 0.47 |
Estimation Period:
Mar 15, 2016 to Feb 13, 2026
Mar 15, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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