V-Lab: Nissui Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:22.82% (+0.42%)

Analysis last updated: Friday, September 26, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1134	4.60
$α$	0.0717	38.78
$β$	0.9885	381.50
$ν$	4.5495	12.04

Estimation Period:
Jan 3, 1990 to Sep 22, 2025