V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:34.44% (-1.77%)

Analysis last updated: Tuesday, April 29, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1772	20.85
$α$	0.0691	20.21
$β$	0.8702	245.75
$γ$	0.0648	7.31

Estimation Period:
Jan 3, 1990 to Apr 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts