V-Lab
V-Lab
Nippon Light Metal Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.71% (-0.46%)

Analysis last updated: Sunday, April 28, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Light Metal Holdings Co Ltd MF2-GARCH
paramt-stat
m26
α0.058512.31
β0.685038.68
γ0.114614.13
λ10.01511.08
λ20.01712.22
λ30.977891.70
Estimation Period:
Oct 1, 2012 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts