NTT DOCOMO Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 7.79 | |
| 0.1685 | 35.36 | |
| 0.9906 | 1,111.78 | |
| -0.0504 | -12.34 |
Estimation Period:
Mar 24, 1999 to Mar 5, 2021
Mar 24, 1999 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
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