V-Lab
NTT DOCOMO Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, December 25th, 2020:3.24% (-0.16%)
Analysis last updated: Monday, March 1, 2021 at 06:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 17.31 | |
| 0.2511 | 43.06 | |
| 0.9788 | 898.84 | |
| -0.0491 | -9.94 |
Estimation Period:
Oct 22, 1998 to Dec 18, 2020
Oct 22, 1998 to Dec 18, 2020
News Impact Curve
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