V-Lab: Nissui Corp EGARCH Volatility Analysis

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Nissui Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:31.53% (-1.52%)

Analysis last updated: Thursday, November 13, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0681	19.88
$α$	0.1974	35.34
$β$	0.9647	549.37
$γ$	-0.0366	-7.23

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

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