TDK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:55.22% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9627 | 6.02 | |
| 0.0786 | 8.11 | |
| 0.8790 | 57.78 | |
| -0.0239 | -0.83 | |
| 0.1064 | 2.59 | |
| -0.1968 | -6.69 | |
| 0.2059 | 6.94 | |
| -0.1468 | -5.93 | |
| 0.0815 | 2.88 | |
| -0.0386 | -1.16 | |
| 0.0550 | 0.99 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
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