V-Lab: Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:16.59% (-0.75%)

Analysis last updated: Tuesday, April 30, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2206	5.08
$α$	0.0986	8.34
$β$	0.8507	53.67
$γ_{1}$	-0.0442	-1.11
$γ_{2}$	0.1198	2.07
$γ_{3}$	-0.1551	-4.27
$γ_{4}$	0.1052	3.42
$γ_{5}$	-0.0170	-0.51
$γ_{6}$	-0.0046	-0.12
$γ_{7}$	-0.0205	-0.59
$γ_{8}$	0.0288	1.24

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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