Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.65% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1106 | 5.34 | |
| 0.0660 | 8.06 | |
| 0.8872 | 65.12 | |
| 0.0411 | 1.26 | |
| 0.0001 | 0.00 | |
| -0.1399 | -5.32 | |
| 0.1761 | 8.22 | |
| -0.0999 | -4.02 | |
| 0.0135 | 0.44 | |
| 0.0427 | 1.38 | |
| -0.0576 | -2.27 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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