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V-Lab

Taiwan Acceptance Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.88% (-0.47%)
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 SGARCH
paramt-stat
ω1.88093.20
α0.21865.60
β0.667817.34
γ10.01030.09
γ20.11570.65
γ3-0.1833-1.67
γ4-0.0650-0.88
γ50.32774.78
γ6-0.3530-4.57
γ70.26072.80
γ8-0.2464-2.00
Estimation Period:
May 22, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts