Tokyo Electron Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.42% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 18.39 | |
| 0.0472 | 26.67 | |
| 0.9409 | 440.72 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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