NTT Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.30% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0777 | 1.86 | |
| 0.2381 | 3.88 | |
| 0.0282 | 1.24 | |
| 0.9939 | 0.01 | |
| 0.0138 | 0.01 | |
| 0.1287 | 0.00 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
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