V-Lab
Nippon Light Metal Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:19.34% (-0.38%)
Analysis last updated: Friday, May 10, 2024 at 12:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2451 | 5.26 | |
| 0.0575 | 24.76 | |
| 0.9888 | 384.14 | |
| 7 | 4.03 |
Estimation Period:
Oct 1, 2012 to May 3, 2024
Oct 1, 2012 to May 3, 2024
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