Tokyo Electron Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.73% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0414 | 4.27 | |
| 0.0651 | 7.91 | |
| 0.8840 | 60.87 | |
| -0.0099 | -0.15 | |
| 0.1055 | 1.17 | |
| -0.1647 | -3.62 | |
| 0.0096 | 0.25 | |
| 0.1655 | 4.47 | |
| -0.1653 | -4.24 | |
| 0.0864 | 1.78 | |
| -0.0533 | -0.98 | |
| 0.0831 | 1.62 | |
| -0.0978 | -2.84 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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