V-Lab: NTN Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NTN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.39% (-1.18%)

Analysis last updated: Friday, May 3, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9061	6.50
$α$	0.0909	9.75
$β$	0.8645	65.67
$γ_{1}$	-0.0290	-0.82
$γ_{2}$	0.0789	1.47
$γ_{3}$	-0.1360	-3.97
$γ_{4}$	0.1585	5.34
$γ_{5}$	-0.0829	-2.63
$γ_{6}$	-0.0188	-0.60
$γ_{7}$	0.0563	1.81
$γ_{8}$	-0.0361	-1.33

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts