V-Lab
Nippon Light Metal Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:23.75% (-0.94%)
Analysis last updated: Sunday, April 28, 2024 at 01:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3466 | 29.81 | |
| 0.1235 | 31.50 | |
| 0.7783 | 161.32 | |
| 0.1973 | 3.78 |
Estimation Period:
Oct 1, 2012 to Apr 26, 2024
Oct 1, 2012 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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