Taiwan Acceptance Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.81% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 15.75 | |
| 0.1506 | 33.76 | |
| 0.8121 | 176.09 | |
| -0.3066 | -5.01 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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