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V-Lab

Great Taipei Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.49% (-0.20%)
Analysis last updated: Sunday, February 8, 2026 at 04:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Great Taipei Gas Co Ltd SGARCH
paramt-stat
ω1.11416.95
α0.21788.28
β0.652522.75
γ10.00020.01
γ2-0.0927-2.07
γ30.20596.53
γ4-0.2211-5.90
γ50.15203.09
γ6-0.0119-0.20
γ7-0.0757-1.13
γ80.07930.99
Estimation Period:
Nov 4, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts