V-Lab: NTN Corp Spline-GARCH Volatility Analysis

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V-Lab

NTN Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.26% (+0.28%)

Analysis last updated: Sunday, April 21, 2024 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7843	5.84
$α$	0.0980	10.37
$β$	0.8470	58.92
$γ_{1}$	-0.1307	-2.58
$γ_{2}$	0.2393	3.25
$γ_{3}$	-0.1712	-3.24
$γ_{4}$	0.0055	0.11
$γ_{5}$	0.1699	3.72
$γ_{6}$	-0.1716	-3.26
$γ_{7}$	0.0917	1.44
$γ_{8}$	-0.1099	-1.58
$γ_{9}$	0.1968	3.18
$γ_{10}$	-0.3107	-4.39

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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