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

V-Lab

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V-Lab

Tokyo Electron Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:60.80% (-0.74%)

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
$ω$	1.2369	6.26
$α$	0.0604	8.68
$β$	0.9102	92.73
$γ_{1}$	0.0665	5.99
$γ_{2}$	-0.1193	-7.22
$γ_{3}$	0.0907	7.70
$γ_{4}$	-0.0609	-5.13
$γ_{5}$	0.0618	3.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts