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

V-Lab

| |

V-Lab

NTN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.20% (+0.22%)

Analysis last updated: Sunday, April 21, 2024 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9047	6.47
$α$	0.0912	9.77
$β$	0.8645	65.65
$γ_{1}$	-0.0299	-0.84
$γ_{2}$	0.0802	1.49
$γ_{3}$	-0.1368	-3.97
$γ_{4}$	0.1588	5.31
$γ_{5}$	-0.0825	-2.60
$γ_{6}$	-0.0194	-0.61
$γ_{7}$	0.0567	1.80
$γ_{8}$	-0.0363	-1.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts