V-Lab: NTN Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

NTN Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.02% (-0.94%)

Analysis last updated: Thursday, May 9, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7851	5.84
$α$	0.0979	10.39
$β$	0.8473	59.15
$γ_{1}$	-0.1303	-2.57
$γ_{2}$	0.2390	3.25
$γ_{3}$	-0.1720	-3.25
$γ_{4}$	0.0072	0.14
$γ_{5}$	0.1685	3.70
$γ_{6}$	-0.1711	-3.25
$γ_{7}$	0.0911	1.43
$γ_{8}$	-0.1082	-1.54
$γ_{9}$	0.1953	3.08
$γ_{10}$	-0.3129	-4.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts