Taiwan Semiconductor Mfg Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.17% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4806 | 4.35 | |
| 0.0606 | 7.34 | |
| 0.9061 | 75.76 | |
| -0.0118 | -1.74 | |
| 0.0236 | 2.58 | |
| -0.0149 | -4.09 |
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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