V-Lab: Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.47% (+0.41%)

Analysis last updated: Sunday, April 21, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1667	5.06
$α$	0.0998	7.98
$β$	0.8405	48.08
$γ_{1}$	-0.0730	-1.23
$γ_{2}$	0.1412	1.61
$γ_{3}$	-0.0585	-0.94
$γ_{4}$	-0.1107	-2.08
$γ_{5}$	0.1907	3.70
$γ_{6}$	-0.1573	-2.76
$γ_{7}$	0.1512	2.58
$γ_{8}$	-0.1508	-2.72
$γ_{9}$	0.0877	1.50
$γ_{10}$	-0.0145	-0.33

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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