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

V-Lab

| |

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:25.08% (+1.31%)

Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0146	4.92
$α$	0.0719	35.72
$β$	0.9867	350.65
$ν$	5	10.81

Estimation Period:
Jan 3, 1990 to Nov 8, 2024