Ntt System Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.98% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0693 | 7.19 | |
| 0.1592 | 5.93 | |
| 0.6043 | 10.52 | |
| 0.4404 | 1.51 | |
| -0.4398 | -0.94 | |
| -0.0746 | -0.26 | |
| 0.0927 | 0.49 | |
| -0.0648 | -0.41 | |
| 0.2880 | 1.84 | |
| -0.6788 | -3.59 | |
| 0.8532 | 4.22 | |
| -0.6956 | -2.63 |
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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