Ntt System Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.59% (+4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2799 | 17.66 | |
| 0.2663 | 26.97 | |
| 0.8749 | 113.32 | |
| -0.0210 | -2.09 |
Estimation Period:
Oct 29, 2008 to Feb 6, 2026
Oct 29, 2008 to Feb 6, 2026
News Impact Curve
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