Great Taipei Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.14% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 12.11 | |
| 0.1275 | 23.19 | |
| 0.9010 | 374.15 | |
| -0.0569 | -7.42 |
Estimation Period:
Nov 4, 1993 to Feb 6, 2026
Nov 4, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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