V-Lab: NTT Data Group Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

NTT Data Group Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.15% (-1.37%)

Analysis last updated: Saturday, May 11, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7071	5.58
$α$	0.0732	35.66
$β$	0.9856	354.02
$ν$	5	8.38

Estimation Period:
Apr 26, 1995 to May 3, 2024