V-Lab
Nippon Telegraph & Telephone Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.08% (-0.48%)
Analysis last updated: Tuesday, May 7, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 20.34 | |
| 0.0620 | 19.14 | |
| 0.8955 | 318.89 | |
| 0.0580 | 7.94 |
Estimation Period:
Jan 4, 1990 to May 3, 2024
Jan 4, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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