Nippon Light Metal Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.30% (+8.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8926 | 7.54 | |
| 0.0865 | 22.49 | |
| 0.9723 | 216.79 | |
| 6.2226 | 5.10 |
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Oct 1, 2012 to Feb 13, 2026
Other Nippon Light Metal Holdings Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities