V-Lab: Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.72% (-0.76%)

Analysis last updated: Saturday, April 20, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7750	5.54
$α$	0.1018	4.67
$β$	0.7365	13.18
$γ_{1}$	0.2513	2.32
$γ_{2}$	-0.3469	-2.27
$γ_{3}$	0.2339	2.40
$γ_{4}$	-0.3327	-4.05
$γ_{5}$	0.3080	4.93

Estimation Period:
Oct 1, 2012 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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