V-Lab: Tokyo Electron Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Tokyo Electron Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:54.14% (-4.91%)

Analysis last updated: Wednesday, May 1, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0706	19.57
$α$	0.1935	74.09
$β$	0.7996	292.78
$γ$	0.0879	16.75
$δ$	1.2086	26.87

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts