V-Lab
V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:29.39% (-1.30%)
Analysis last updated: Thursday, May 22, 2025 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp GJR-GARCH
paramt-stat
ω0.181020.99
α0.070320.37
β0.8679242.77
γ0.06547.28
Estimation Period:
Jan 3, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts