V-Lab: Nissui Corp APARCH Volatility Analysis

V-Lab

Nissui Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:21.58% (+1.02%)

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
$ω$	0.0938	18.25
$α$	0.1107	34.18
$β$	0.8825	247.14
$γ$	0.1831	9.66
$δ$	1.2606	34.34

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts