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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:21.98% (-0.84%)

Analysis last updated: Saturday, August 30, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1256	4.60
$α$	0.0719	38.68
$β$	0.9884	378.70
$ν$	4.5430	12.05

Estimation Period:
Jan 3, 1990 to Aug 29, 2025