V-Lab
NTT DOCOMO Inc GARCH Volatility Analysis
Volatility Prediction for Friday, December 25th, 2020:9.51% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 07:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 20.12 | |
| 0.1461 | 38.38 | |
| 0.8539 | 287.99 |
Estimation Period:
Oct 22, 1998 to Dec 18, 2020
Oct 22, 1998 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
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