Tokyo Electron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.61% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0938 | 12.86 | |
| 0.0289 | 14.28 | |
| 0.9425 | 468.90 | |
| 0.0336 | 6.22 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Tokyo Electron Ltd Analyses
Other GJR-GARCH Analyses on International Equities