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Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.26% (-3.47%)
Analysis last updated: Saturday, February 21, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Light Metal Holdings Co Ltd S0GARCH
paramt-stat
ω1.94835.80
α0.17224.94
β0.57549.41
γ10.31782.84
γ2-0.4615-2.87
γ30.34383.30
γ4-0.4641-5.20
γ50.46015.55
γ6-0.2427-4.01
Estimation Period:
Oct 1, 2012 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts