Taiwan Sakura Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.68% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3596 | 4.63 | |
| 0.1112 | 8.87 | |
| 0.8164 | 37.54 | |
| 0.1353 | 2.89 | |
| -0.2600 | -3.87 | |
| 0.2205 | 4.95 | |
| -0.1833 | -5.01 | |
| 0.1522 | 3.83 | |
| -0.1102 | -2.03 | |
| 0.0717 | 1.28 | |
| -0.0209 | -0.55 |
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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