TDK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.25% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 18.30 | |
| 0.0303 | 17.80 | |
| 0.9175 | 460.15 | |
| 0.0778 | 14.71 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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