V-Lab
Tokyo Electron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:40.67% (-0.80%)
Analysis last updated: Saturday, April 13, 2024 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 12.52 | |
| 0.0327 | 14.79 | |
| 0.9368 | 564.34 | |
| 0.0362 | 5.82 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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