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

V-Lab

| |

V-Lab

Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:49.67% (-1.46%)

Analysis last updated: Saturday, May 4, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0230	3.91
$α$	0.0600	7.72
$β$	0.8944	66.83
$γ_{1}$	-0.0334	-0.43
$γ_{2}$	0.1384	1.30
$γ_{3}$	-0.1475	-2.78
$γ_{4}$	-0.0676	-1.53
$γ_{5}$	0.2520	6.24
$γ_{6}$	-0.2209	-4.97
$γ_{7}$	0.1254	2.26
$γ_{8}$	-0.0955	-1.47
$γ_{9}$	0.1170	1.59
$γ_{10}$	-0.1073	-1.60

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts