Taiwan Semiconductor MFG Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 12.18 | |
| 0.0292 | 15.55 | |
| 0.9533 | 619.45 | |
| 0.0285 | 7.45 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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