TDK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 18.09 | |
| 0.0291 | 17.35 | |
| 0.9185 | 467.45 | |
| 0.0789 | 15.02 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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