V-Lab: Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:54.00% (-1.96%)

Analysis last updated: Tuesday, April 30, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0229	3.90
$α$	0.0602	7.73
$β$	0.8942	66.83
$γ_{1}$	-0.0334	-0.43
$γ_{2}$	0.1383	1.29
$γ_{3}$	-0.1466	-2.75
$γ_{4}$	-0.0693	-1.57
$γ_{5}$	0.2531	6.24
$γ_{6}$	-0.2206	-4.94
$γ_{7}$	0.1246	2.23
$γ_{8}$	-0.0951	-1.46
$γ_{9}$	0.1170	1.58
$γ_{10}$	-0.1073	-1.59

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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