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V-Lab

TDK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.40% (-2.89%)
Analysis last updated: Friday, February 6, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TDK Corp S0GARCH
paramt-stat
ω1.00336.21
α0.07978.19
β0.878659.18
γ1-0.0134-0.47
γ20.08982.19
γ3-0.1856-6.25
γ40.19586.59
γ5-0.1357-5.50
γ60.06692.43
γ7-0.0145-0.52
γ8-0.0078-0.39
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts