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Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.04% (-7.16%)
Analysis last updated: Thursday, February 19, 2026 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Light Metal Holdings Co Ltd S0GARCH
paramt-stat
ω1.95235.73
α0.17204.94
β0.58369.65
γ10.31852.81
γ2-0.4626-2.85
γ30.34433.28
γ4-0.4644-5.15
γ50.46125.51
γ6-0.2448-3.99
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts