V-Lab
NTT Data Group Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:33.92% (-0.68%)
Analysis last updated: Wednesday, May 1, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2211 | 20.67 | |
| 0.1072 | 30.75 | |
| 0.8497 | 200.83 |
Estimation Period:
Apr 26, 1995 to Apr 26, 2024
Apr 26, 1995 to Apr 26, 2024
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