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Taiwan Cogeneration Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.71% (-0.01%)
Analysis last updated: Sunday, February 8, 2026 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Cogeneration Co Ltd S0GARCH
paramt-stat
ω1.49023.17
α0.11576.87
β0.830633.71
γ1-0.0563-0.23
γ20.20990.55
γ3-0.3358-1.45
γ40.17751.09
γ50.22671.27
γ6-0.4979-2.42
γ70.52332.85
γ8-0.4138-2.50
γ90.33652.42
γ10-0.2747-3.10
Estimation Period:
Feb 6, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts