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Ntt System Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.95% (+4.43%)
Analysis last updated: Wednesday, February 11, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ntt System Sa S0GARCH
paramt-stat
ω2.05987.18
α0.15755.96
β0.608310.66
γ10.43581.50
γ2-0.4352-0.93
γ3-0.0705-0.25
γ40.08150.43
γ5-0.0478-0.30
γ60.26391.70
γ7-0.6384-3.45
γ80.76944.29
γ9-0.4803-4.07
Estimation Period:
Oct 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts