V-Lab
NII Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, January 2nd, 2020:39.70% (-0.42%)
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3831 | 4.48 | |
| 0.0934 | 10.29 | |
| 0.9066 | 91.29 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
News Impact Curve
Volatility Forecasts
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