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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.56% (-1.41%)

Analysis last updated: Wednesday, June 25, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1084	4.74
$α$	0.0735	37.39
$β$	0.9875	362.67
$ν$	4.5732	11.67

Estimation Period:
Jan 3, 1990 to Jun 20, 2025