TDK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.93% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9632 | 6.03 | |
| 0.0787 | 8.10 | |
| 0.8788 | 57.62 | |
| -0.0240 | -0.84 | |
| 0.1068 | 2.60 | |
| -0.1974 | -6.72 | |
| 0.2064 | 6.99 | |
| -0.1469 | -5.95 | |
| 0.0813 | 2.87 | |
| -0.0381 | -1.15 | |
| 0.0532 | 0.96 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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