Taiwan Semiconductor MFG Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.36% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0366 | 13.81 | |
| 0.8874 | 158.64 | |
| 0.0482 | 12.50 | |
| 0.0171 | 5.25 | |
| 0.0316 | 4.72 | |
| 0.9653 | 133.64 |
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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