TDK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.26% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0031 | 6.20 | |
| 0.0789 | 8.21 | |
| 0.8799 | 59.90 | |
| -0.0129 | -0.45 | |
| 0.0887 | 2.16 | |
| -0.1844 | -6.19 | |
| 0.1945 | 6.51 | |
| -0.1342 | -5.42 | |
| 0.0642 | 2.32 | |
| -0.0088 | -0.31 | |
| -0.0142 | -0.68 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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