V-Lab: TDK Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TDK Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.98% (+2.48%)

Analysis last updated: Sunday, April 21, 2024 at 01:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9726	5.64
$α$	0.0707	8.19
$β$	0.8947	64.70
$γ_{1}$	-0.0393	-1.15
$γ_{2}$	0.1428	2.90
$γ_{3}$	-0.2331	-6.81
$γ_{4}$	0.2227	7.04
$γ_{5}$	-0.1398	-3.88
$γ_{6}$	0.0605	1.46
$γ_{7}$	-0.0143	-0.40
$γ_{8}$	0.0008	0.03

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts