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

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V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:16.01% (-0.52%)

Analysis last updated: Saturday, January 4, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0798	4.74
$α$	0.0712	37.38
$β$	0.9879	372.22
$ν$	5	11.29

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