V-Lab: Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Telegraph & Telephone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15.56% (-0.62%)

Analysis last updated: Saturday, May 4, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2153	5.11
$α$	0.0980	8.29
$β$	0.8503	53.19
$γ_{1}$	-0.0441	-1.12
$γ_{2}$	0.1191	2.08
$γ_{3}$	-0.1542	-4.29
$γ_{4}$	0.1047	3.44
$γ_{5}$	-0.0172	-0.52
$γ_{6}$	-0.0043	-0.11
$γ_{7}$	-0.0211	-0.61
$γ_{8}$	0.0297	1.28

Estimation Period:
Jan 4, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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