V-Lab
TDK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:33.26% (-0.83%)
Analysis last updated: Sunday, April 28, 2024 at 12:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 16.93 | |
| 0.0276 | 16.63 | |
| 0.9228 | 487.23 | |
| 0.0753 | 15.00 |
Estimation Period:
Jan 4, 1990 to Apr 26, 2024
Jan 4, 1990 to Apr 26, 2024