Ntt System Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.95% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0598 | 7.18 | |
| 0.1575 | 5.96 | |
| 0.6083 | 10.66 | |
| 0.4358 | 1.50 | |
| -0.4352 | -0.93 | |
| -0.0705 | -0.25 | |
| 0.0815 | 0.43 | |
| -0.0478 | -0.30 | |
| 0.2639 | 1.70 | |
| -0.6384 | -3.45 | |
| 0.7694 | 4.29 | |
| -0.4803 | -4.07 |
Estimation Period:
Oct 29, 2008 to Feb 6, 2026
Oct 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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