V-Lab
V-Lab

TDK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:29.03% (+1.93%)

Analysis last updated: Friday, March 29, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TDK Corp S0GARCH
paramt-stat
ω0.97095.60
α0.07098.21
β0.894664.82
γ1-0.0406-1.18
γ20.14522.92
γ3-0.2348-6.79
γ40.22316.97
γ5-0.1390-3.77
γ60.05931.40
γ7-0.0138-0.38
γ80.00090.04
Estimation Period:
Jan 4, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts