Taiwan Sakura Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.51% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 8.89 | |
| 0.0566 | 21.76 | |
| 0.9500 | 402.70 | |
| -0.0134 | -3.20 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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