Taiwan Semiconductor Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.11% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 25.03 | |
| 0.1520 | 26.13 | |
| 0.9652 | 713.88 | |
| -0.0208 | -5.50 |
Estimation Period:
May 22, 2001 to Jan 30, 2026
May 22, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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