NTT Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.14% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4956 | 5.42 | |
| 0.0175 | 10.64 | |
| 0.9910 | 388.18 | |
| 5.5882 | 2.17 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
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