NTT Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.70% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 19.25 | |
| 0.1867 | 39.91 | |
| 0.9774 | 936.19 | |
| -0.0331 | -7.06 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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