TDK Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.02% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0287 | 17.22 | |
| 0.8871 | 217.54 | |
| 0.0889 | 21.54 | |
| 0.0536 | 7.27 | |
| 0.0366 | 5.61 | |
| 0.9550 | 125.37 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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