V-Lab: NTN Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NTN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.54% (+2.01%)

Analysis last updated: Sunday, April 28, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9035	6.48
$α$	0.0911	9.77
$β$	0.8644	65.63
$γ_{1}$	-0.0299	-0.85
$γ_{2}$	0.0802	1.49
$γ_{3}$	-0.1368	-3.98
$γ_{4}$	0.1587	5.32
$γ_{5}$	-0.0825	-2.60
$γ_{6}$	-0.0195	-0.61
$γ_{7}$	0.0567	1.81
$γ_{8}$	-0.0363	-1.33

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts