Taiwan Semiconductor Mfg Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.39% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 14.25 | |
| 0.0478 | 14.07 | |
| 0.9395 | 676.36 | |
| 0.0177 | 2.84 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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