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, May 1st, 2024:33.11% (+1.88%)

Analysis last updated: Wednesday, May 1, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9718	5.65
$α$	0.0704	8.18
$β$	0.8950	64.80
$γ_{1}$	-0.0396	-1.16
$γ_{2}$	0.1432	2.92
$γ_{3}$	-0.2333	-6.86
$γ_{4}$	0.2231	7.12
$γ_{5}$	-0.1404	-3.94
$γ_{6}$	0.0612	1.48
$γ_{7}$	-0.0149	-0.42
$γ_{8}$	0.0011	0.04

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts