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Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.92% (-3.61%)
Analysis last updated: Friday, February 6, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Light Metal Holdings Co Ltd S0GARCH
paramt-stat
ω1.94505.90
α0.16764.76
β0.57378.97
γ10.32182.89
γ2-0.4685-2.92
γ30.34973.37
γ4-0.4659-5.24
γ50.44955.47
γ6-0.2261-3.78
Estimation Period:
Oct 1, 2012 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts