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, October 17th, 2025:29.73% (-1.83%)

Analysis last updated: Friday, October 17, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1103	4.64
$α$	0.0720	38.55
$β$	0.9883	380.27
$ν$	4.5620	11.97

Estimation Period:
Jan 3, 1990 to Oct 10, 2025