NTT DOCOMO Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 9.96 | |
| 0.0483 | 20.51 | |
| 0.9191 | 408.68 | |
| 0.0643 | 10.84 |
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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