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Taiwan Acceptance Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.65% (-0.38%)
Analysis last updated: Sunday, February 8, 2026 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Acceptance Corp S0GARCH
paramt-stat
ω1.87303.23
α0.21665.55
β0.666617.10
γ10.01330.11
γ20.11100.62
γ3-0.1820-1.66
γ4-0.0608-0.83
γ50.31574.69
γ6-0.3284-4.51
γ70.21022.81
γ8-0.1176-2.11
Estimation Period:
May 22, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts