V-Lab: TDK Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TDK Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:32.23% (+3.66%)

Analysis last updated: Wednesday, April 17, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9724	5.63
$α$	0.0707	8.19
$β$	0.8946	64.65
$γ_{1}$	-0.0394	-1.15
$γ_{2}$	0.1429	2.90
$γ_{3}$	-0.2332	-6.81
$γ_{4}$	0.2228	7.05
$γ_{5}$	-0.1400	-3.89
$γ_{6}$	0.0609	1.46
$γ_{7}$	-0.0151	-0.42
$γ_{8}$	0.0016	0.07

Estimation Period:
Jan 4, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts