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V-Lab

TDK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.26% (-0.41%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TDK Corp S0GARCH
paramt-stat
ω1.00316.20
α0.07898.21
β0.879959.90
γ1-0.0129-0.45
γ20.08872.16
γ3-0.1844-6.19
γ40.19456.51
γ5-0.1342-5.42
γ60.06422.32
γ7-0.0088-0.31
γ8-0.0142-0.68
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts