Taiwan Acceptance Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.65% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8730 | 3.23 | |
| 0.2166 | 5.55 | |
| 0.6666 | 17.10 | |
| 0.0133 | 0.11 | |
| 0.1110 | 0.62 | |
| -0.1820 | -1.66 | |
| -0.0608 | -0.83 | |
| 0.3157 | 4.69 | |
| -0.3284 | -4.51 | |
| 0.2102 | 2.81 | |
| -0.1176 | -2.11 |
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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