V-Lab: Tokyo Electron Ltd MF2-GARCH Volatility Analysis

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V-Lab

Tokyo Electron Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:52.38% (-1.39%)

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
$m$	126
$α$	0.0354	20.60
$β$	0.8911	299.73
$γ$	0.0470	14.18
$λ_{1}$	0.0771	6.35
$λ_{2}$	0.0522	8.86
$λ_{3}$	0.9374	122.60

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts