V-Lab
Nippon Light Metal Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:20.41% (-0.26%)
Analysis last updated: Friday, May 10, 2024 at 12:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 10.16 | |
| 0.1376 | 17.43 | |
| 0.9696 | 312.78 | |
| -0.0081 | -1.34 |
Estimation Period:
Oct 1, 2012 to May 3, 2024
Oct 1, 2012 to May 3, 2024
News Impact Curve
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