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 Monday, April 22nd, 2024:56.77% (+11.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0228	3.90
$α$	0.0602	7.73
$β$	0.8942	66.72
$γ_{1}$	-0.0336	-0.43
$γ_{2}$	0.1386	1.30
$γ_{3}$	-0.1466	-2.74
$γ_{4}$	-0.0695	-1.57
$γ_{5}$	0.2533	6.24
$γ_{6}$	-0.2207	-4.94
$γ_{7}$	0.1246	2.23
$γ_{8}$	-0.0951	-1.45
$γ_{9}$	0.1169	1.57
$γ_{10}$	-0.1073	-1.58

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts