V-Lab: NTN Corp GJR-GARCH Volatility Analysis

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V-Lab

NTN Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.64% (+0.64%)

Analysis last updated: Sunday, April 21, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0961	17.49
$α$	0.0304	15.32
$β$	0.9263	410.41
$γ$	0.0596	13.73

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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