Nippon Light Metal Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.07% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3695 | 30.26 | |
| 0.1541 | 30.26 | |
| 0.7406 | 119.34 | |
| 0.1807 | 4.30 |
Estimation Period:
Oct 1, 2012 to Jan 30, 2026
Oct 1, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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