Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.28% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9523 | 5.73 | |
| 0.1720 | 4.94 | |
| 0.5836 | 9.65 | |
| 0.3185 | 2.81 | |
| -0.4626 | -2.85 | |
| 0.3443 | 3.28 | |
| -0.4644 | -5.15 | |
| 0.4612 | 5.51 | |
| -0.2448 | -3.99 |
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Oct 1, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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