V-Lab
V-Lab

Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:15.81% (-0.60%)

Analysis last updated: Thursday, March 28, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Telegraph & Telephone Corp S0GARCH
paramt-stat
ω1.16605.12
α0.09997.91
β0.838547.06
γ1-0.0725-1.23
γ20.14031.61
γ3-0.0565-0.91
γ4-0.1148-2.16
γ50.19563.80
γ6-0.1625-2.86
γ70.15712.70
γ8-0.1569-2.84
γ90.09281.59
γ10-0.0176-0.40
Estimation Period:
Jan 4, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts