Taiwan Semiconductor Mfg Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.45% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 13.25 | |
| 0.1065 | 31.89 | |
| 0.9910 | 1,545.97 | |
| -0.0176 | -3.61 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Taiwan Semiconductor Mfg Co Analyses
Other EGARCH Analyses on International Equities