Taiwan Semiconductor MFG Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.08% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.2158 | 7.28 | |
| 0.0438 | 58.23 | |
| 0.9990 | 7,744.19 | |
| 6.7219 | 13.52 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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