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V-Lab

Tokyo Electron Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.74% (-0.74%)
Analysis last updated: Saturday, February 21, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Electron Ltd SGARCH
paramt-stat
ω0.99043.99
α0.06617.92
β0.882260.26
γ1-0.0411-0.62
γ20.15491.70
γ3-0.1936-4.30
γ40.02370.62
γ50.16504.50
γ6-0.1749-4.54
γ70.10072.12
γ8-0.0708-1.37
γ90.11141.94
γ10-0.1641-1.13
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts