V-Lab
V-Lab
NTT Data Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:30.90% (-1.34%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTT Data Group Corp GJR-GARCH
paramt-stat
ω0.232321.33
α0.084718.42
β0.8449199.84
γ0.05235.34
Estimation Period:
Apr 26, 1995 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts