V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:25.54% (-0.45%)

Analysis last updated: Friday, October 3, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1759	20.98
$α$	0.0696	20.42
$β$	0.8695	246.59
$γ$	0.0650	7.33

Estimation Period:
Jan 3, 1990 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts