Taiwan Acceptance Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.88% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8809 | 3.20 | |
| 0.2186 | 5.60 | |
| 0.6678 | 17.34 | |
| 0.0103 | 0.09 | |
| 0.1157 | 0.65 | |
| -0.1833 | -1.67 | |
| -0.0650 | -0.88 | |
| 0.3277 | 4.78 | |
| -0.3530 | -4.57 | |
| 0.2607 | 2.80 | |
| -0.2464 | -2.00 |
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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