Nippon Light Metal Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:27.14% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9449 | 5.83 | |
| 0.1719 | 4.85 | |
| 0.5724 | 9.17 | |
| 0.3174 | 2.84 | |
| -0.4601 | -2.87 | |
| 0.3394 | 3.27 | |
| -0.4515 | -4.99 | |
| 0.4284 | 4.49 | |
| -0.1569 | -0.94 |
Estimation Period:
Oct 1, 2012 to Feb 20, 2026
Oct 1, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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