Nippon Light Metal Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.58% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0997 | 15.30 | |
| 0.2448 | 21.59 | |
| 0.9236 | 180.71 | |
| -0.0200 | -2.42 |
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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