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

V-Lab

Nissui Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:20.87% (-0.27%)

Analysis last updated: Wednesday, July 16, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1073	4.68
$α$	0.0725	38.08
$β$	0.9880	373.12
$ν$	4.5699	11.82

Estimation Period:
Jan 3, 1990 to Jul 11, 2025