Nippon Light Metal Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.69% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1309 | 16.64 | |
| 0.5589 | 37.75 | |
| 0.1065 | 9.03 | |
| 0.0140 | 1.57 | |
| 0.0187 | 3.33 | |
| 0.9769 | 129.98 |
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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