V-Lab: NTT Data Group Corp MF2-GARCH Volatility Analysis

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V-Lab

NTT Data Group Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.84% (-3.14%)

Analysis last updated: Sunday, April 28, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0764	17.60
$β$	0.6794	60.41
$γ$	0.1019	14.08
$λ_{1}$	1.2968	2.03
$λ_{2}$	0.7236	15.74
$λ_{3}$	0.0000	0.00

Estimation Period:
Apr 26, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts