V-Lab: NII Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

NII Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 2nd, 2020:24.15% (+0.77%)

Analysis last updated: Wednesday, January 1, 2020 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9305	2.48
$α$	0.2943	3.59
$β$	0.3421	3.51
$γ_{1}$	1.2935	0.66
$γ_{2}$	-0.8120	-0.29
$γ_{3}$	-0.9567	-0.37
$γ_{4}$	-0.4481	-0.14
$γ_{5}$	-0.3442	-0.12
$γ_{6}$	3.0942	1.96

Estimation Period:
Jul 6, 2015 to Dec 31, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts