Taiwan Semiconductor MFG Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.95% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2978 | 5.24 | |
| 0.0514 | 6.76 | |
| 0.9214 | 86.33 | |
| -0.0606 | -2.91 | |
| 0.0976 | 3.38 | |
| -0.0534 | -3.30 | |
| 0.0463 | 3.22 | |
| -0.0484 | -4.41 |
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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