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V-Lab

Tokyo Electron Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.63% (-1.35%)
Analysis last updated: Friday, February 13, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Electron Ltd SGARCH
paramt-stat
ω0.99113.99
α0.06587.90
β0.882860.59
γ1-0.0415-0.62
γ20.15551.70
γ3-0.1931-4.27
γ40.02170.57
γ50.16754.56
γ6-0.1769-4.60
γ70.10222.15
γ8-0.0721-1.39
γ90.11141.89
γ10-0.1573-1.06
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts