Taiwan Semiconductor Mfg Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.27% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2118 | 4.11 | |
| 0.0499 | 39.79 | |
| 0.9950 | 816.22 | |
| 5.4588 | 9.79 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
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