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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:17.55% (-0.67%)

Analysis last updated: Thursday, June 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1178	4.68
$α$	0.0724	38.06
$β$	0.9880	372.84
$ν$	4.5673	11.80

Estimation Period:
Jan 3, 1990 to Jun 6, 2025