NTT Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.17% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 20.23 | |
| 0.0858 | 35.62 | |
| 0.9022 | 348.08 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities