Tokyo Electron Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.63% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0387 | 20.01 | |
| 0.8638 | 222.75 | |
| 0.0534 | 14.89 | |
| 0.0688 | 3.43 | |
| 0.0535 | 5.99 | |
| 0.9377 | 77.73 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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