V-Lab
Nippon Light Metal Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.95% (-0.20%)
Analysis last updated: Sunday, April 21, 2024 at 01:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1935 | 5.49 | |
| 0.0585 | 23.50 | |
| 0.9875 | 353.55 | |
| 7 | 3.80 |
Estimation Period:
Oct 1, 2012 to Apr 19, 2024
Oct 1, 2012 to Apr 19, 2024
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