V-Lab
Nippon Light Metal Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:19.53% (-0.33%)
Analysis last updated: Saturday, May 11, 2024 at 04:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0594 | 12.43 | |
| 0.6831 | 38.71 | |
| 0.1148 | 14.10 | |
| 0.0144 | 1.07 | |
| 0.0171 | 2.26 | |
| 0.9780 | 94.08 |
Estimation Period:
Oct 1, 2012 to May 3, 2024
Oct 1, 2012 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Nippon Light Metal Holdings Co Ltd Analyses