V-Lab
Nippon Telegraph & Telephone Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:14.77% (-0.86%)
Analysis last updated: Tuesday, April 30, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1604 | 5.14 | |
| 0.1027 | 7.94 | |
| 0.8342 | 46.18 | |
| -0.0831 | -1.43 | |
| 0.1575 | 1.83 | |
| -0.0657 | -1.08 | |
| -0.1146 | -2.21 | |
| 0.2051 | 4.08 | |
| -0.1781 | -3.20 | |
| 0.1755 | 3.04 | |
| -0.1827 | -3.23 | |
| 0.1425 | 2.08 | |
| -0.1428 | -1.43 |
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