Nippon Light Metal Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.94% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2248 | 17.26 | |
| 0.0994 | 14.71 | |
| 0.8194 | 106.27 | |
| 0.0373 | 2.81 |
Estimation Period:
Oct 1, 2012 to Feb 10, 2026
Oct 1, 2012 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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