Taiwan Semiconductor MFG Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.48% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9293 | 10.67 | |
| 0.0524 | 7.36 | |
| 0.9271 | 103.65 | |
| 0.0062 | 6.93 |
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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