Taiwan Semiconductor Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.74% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0739 | 3.75 | |
| 0.0805 | 31.84 | |
| 0.9872 | 265.60 | |
| 4.2428 | 12.50 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
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