V-Lab
TDK Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:31.13% (-0.87%)
Analysis last updated: Saturday, April 20, 2024 at 01:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 13.67 | |
| 0.1324 | 41.19 | |
| 0.9821 | 1006.24 | |
| -0.0561 | -18.92 |
Estimation Period:
Jan 4, 1990 to Apr 12, 2024
Jan 4, 1990 to Apr 12, 2024