Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.89% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0311 | 4.19 | |
| 0.0663 | 7.97 | |
| 0.8821 | 59.87 | |
| -0.0131 | -0.20 | |
| 0.1083 | 1.19 | |
| -0.1616 | -3.53 | |
| 0.0040 | 0.10 | |
| 0.1700 | 4.60 | |
| -0.1670 | -4.29 | |
| 0.0860 | 1.78 | |
| -0.0525 | -0.97 | |
| 0.0827 | 1.62 | |
| -0.0972 | -2.82 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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