V-Lab: Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.58% (-1.33%)

Analysis last updated: Sunday, April 21, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7636	5.48
$α$	0.0979	4.65
$β$	0.7480	13.72
$γ_{1}$	0.2453	2.26
$γ_{2}$	-0.3359	-2.19
$γ_{3}$	0.2210	2.26
$γ_{4}$	-0.3120	-3.76
$γ_{5}$	0.2872	4.51

Estimation Period:
Oct 1, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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