V-Lab
Nippon Telegraph & Telephone Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:16.62% (-0.90%)
Analysis last updated: Tuesday, April 30, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0749 | 21.16 | |
| 0.7757 | 95.08 | |
| 0.0867 | 13.55 | |
| 0.0081 | 4.25 | |
| 0.0170 | 6.87 | |
| 0.9804 | 341.25 |
Estimation Period:
Jan 4, 1990 to Apr 26, 2024
Jan 4, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Nippon Telegraph & Telephone Corp Analyses