TDK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.92% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 18.09 | |
| 0.0291 | 17.32 | |
| 0.9185 | 467.45 | |
| 0.0789 | 15.02 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities