V-Lab
NTT DOCOMO Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 25th, 2020:9.67% (-0.02%)
Analysis last updated: Monday, March 1, 2021 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 18.88 | |
| 0.1009 | 19.52 | |
| 0.8538 | 298.23 | |
| 0.0905 | 9.64 |
Estimation Period:
Oct 22, 1998 to Dec 18, 2020
Oct 22, 1998 to Dec 18, 2020
News Impact Curve
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