TDK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.54% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 18.12 | |
| 0.0295 | 17.49 | |
| 0.9184 | 466.65 | |
| 0.0787 | 14.95 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities