Taiwan Semiconductor Mfg Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.71% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0540 | 17.46 | |
| 0.8685 | 157.90 | |
| 0.0450 | 6.96 | |
| 0.0047 | 5.61 | |
| 0.0119 | 6.54 | |
| 0.9870 | 502.79 |
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 MF2-GARCH Analyses on International Equities