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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.34% (+1.85%)

Analysis last updated: Sunday, May 11, 2025 at 04:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1199	4.70
$α$	0.0725	37.79
$β$	0.9879	369.15
$ν$	4.5703	11.69

Estimation Period:
Jan 3, 1990 to May 9, 2025