Taiwan Semiconductor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.87% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6415 | 9.11 | |
| 0.0881 | 8.35 | |
| 0.8460 | 40.05 | |
| 0.0972 | 1.51 | |
| -0.0015 | -0.01 | |
| -0.2787 | -3.79 | |
| 0.3168 | 4.40 | |
| -0.1921 | -2.61 | |
| 0.1105 | 1.50 | |
| -0.0401 | -0.48 | |
| -0.1475 | -1.65 | |
| 0.4210 | 3.45 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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