Nippon Light Metal Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.26% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9483 | 5.80 | |
| 0.1722 | 4.94 | |
| 0.5754 | 9.41 | |
| 0.3178 | 2.84 | |
| -0.4615 | -2.87 | |
| 0.3438 | 3.30 | |
| -0.4641 | -5.20 | |
| 0.4601 | 5.55 | |
| -0.2427 | -4.01 |
Estimation Period:
Oct 1, 2012 to Feb 20, 2026
Oct 1, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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