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

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Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.44% (+4.93%)

Analysis last updated: Friday, November 7, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0908	4.65
$α$	0.0717	38.63
$β$	0.9884	384.00
$ν$	4.5692	11.97

Estimation Period:
Jan 3, 1990 to Oct 31, 2025