V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.99% (-1.01%)

Analysis last updated: Sunday, April 21, 2024 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1806	20.20
$α$	0.0648	19.18
$β$	0.8752	247.72
$γ$	0.0615	7.04

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts