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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.16% (+0.09%)

Analysis last updated: Sunday, June 1, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1116	4.69
$α$	0.0723	37.93
$β$	0.9880	371.55
$ν$	4.5686	11.74

Estimation Period:
Jan 3, 1990 to May 30, 2025