V-Lab
V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:52.38% (+26.58%)
Analysis last updated: Tuesday, April 8, 2025 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp GJR-GARCH
paramt-stat
ω0.164720.62
α0.068020.42
β0.8754257.16
γ0.06067.09
Estimation Period:
Jan 3, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts