Taiwan Semiconductor Mfg Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.55% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4982 | 4.47 | |
| 0.0620 | 7.34 | |
| 0.9023 | 72.79 | |
| -0.0099 | -1.44 | |
| 0.0191 | 1.98 | |
| -0.0059 | -0.89 |
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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