Tokyo Electron Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.63% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9911 | 3.99 | |
| 0.0658 | 7.90 | |
| 0.8828 | 60.59 | |
| -0.0415 | -0.62 | |
| 0.1555 | 1.70 | |
| -0.1931 | -4.27 | |
| 0.0217 | 0.57 | |
| 0.1675 | 4.56 | |
| -0.1769 | -4.60 | |
| 0.1022 | 2.15 | |
| -0.0721 | -1.39 | |
| 0.1114 | 1.89 | |
| -0.1573 | -1.06 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Tokyo Electron Ltd Analyses
Other Spline-GARCH Analyses on International Equities