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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:23.06% (-0.38%)

Analysis last updated: Sunday, August 10, 2025 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1232	4.63
$α$	0.0725	38.23
$β$	0.9881	372.31
$ν$	4.5463	11.94

Estimation Period:
Jan 3, 1990 to Aug 8, 2025