V-Lab: Nissui Corp Asy. MEM Volatility Analysis

V-Lab

Nissui Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:28.52% (+6.62%)

Analysis last updated: Thursday, June 19, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3354	32.31
$α$	0.2355	43.39
$β$	0.6757	159.03
$γ$	0.0829	7.55

Estimation Period:
Nov 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts