Taiwan Acceptance Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.67% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1174 | 17.22 | |
| 0.1818 | 17.09 | |
| 0.8392 | 189.31 | |
| -0.0936 | -6.76 |
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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