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V-Lab

Taiwan Semiconductor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.87% (-2.17%)
Analysis last updated: Sunday, February 8, 2026 at 04:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiwan Semiconductor Co Ltd SGARCH
paramt-stat
ω1.64159.11
α0.08818.35
β0.846040.05
γ10.09721.51
γ2-0.0015-0.01
γ3-0.2787-3.79
γ40.31684.40
γ5-0.1921-2.61
γ60.11051.50
γ7-0.0401-0.48
γ8-0.1475-1.65
γ90.42103.45
Estimation Period:
May 22, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts