TDK Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.91% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0303 | 18.15 | |
| 0.8852 | 211.82 | |
| 0.0877 | 21.14 | |
| 0.0565 | 7.11 | |
| 0.0376 | 5.43 | |
| 0.9533 | 117.07 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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