Taiwan Semiconductor Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.82% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0795 | 18.67 | |
| 0.5430 | 35.00 | |
| 0.1184 | 19.07 | |
| 1.6712 | 2.26 | |
| 0.7803 | 12.91 | |
| 0.0000 | 0.00 |
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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