V-Lab
NII Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 2nd, 2020:23.40% (+0.55%)
Analysis last updated: Monday, March 1, 2021 at 07:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 1.91 | |
| 0.1514 | 14.23 | |
| 0.9924 | 215.41 | |
| -0.0560 | -5.61 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
News Impact Curve
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