NTT Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.09% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0756 | 21.86 | |
| 0.7692 | 96.10 | |
| 0.0872 | 14.07 | |
| 0.0067 | 4.27 | |
| 0.0167 | 7.14 | |
| 0.9810 | 362.52 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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