TDK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.40% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0033 | 6.21 | |
| 0.0797 | 8.19 | |
| 0.8786 | 59.18 | |
| -0.0134 | -0.47 | |
| 0.0898 | 2.19 | |
| -0.1856 | -6.25 | |
| 0.1958 | 6.59 | |
| -0.1357 | -5.50 | |
| 0.0669 | 2.43 | |
| -0.0145 | -0.52 | |
| -0.0078 | -0.39 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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