V-Lab: NTT DOCOMO Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

NTT DOCOMO Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 25th, 2020:6.26% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1326	6.15
$α$	0.0916	69.40
$β$	0.9971	2186.62
$ν$	6	28.53

Estimation Period:
Oct 22, 1998 to Dec 18, 2020