Tokyo Electron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.92% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 12.85 | |
| 0.0289 | 14.28 | |
| 0.9425 | 469.16 | |
| 0.0335 | 6.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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