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V-Lab

Ntt System Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.98% (-0.42%)
Analysis last updated: Sunday, February 8, 2026 at 02:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ntt System Sa SGARCH
paramt-stat
ω2.06937.19
α0.15925.93
β0.604310.52
γ10.44041.51
γ2-0.4398-0.94
γ3-0.0746-0.26
γ40.09270.49
γ5-0.0648-0.41
γ60.28801.84
γ7-0.6788-3.59
γ80.85324.22
γ9-0.6956-2.63
Estimation Period:
Oct 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts