V-Lab
NTT DOCOMO Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, December 25th, 2020:10.03% (-0.01%)
Analysis last updated: Thursday, December 24, 2020 at 10:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 15.62 | |
| 0.1620 | 44.77 | |
| 0.8370 | 323.42 | |
| 0.2952 | 10.90 |
Estimation Period:
Oct 22, 1998 to Dec 18, 2020
Oct 22, 1998 to Dec 18, 2020
News Impact Curve
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