V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:24.29% (-0.72%)

Analysis last updated: Sunday, August 24, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1786	20.94
$α$	0.0700	20.40
$β$	0.8686	244.48
$γ$	0.0650	7.27

Estimation Period:
Jan 3, 1990 to Aug 22, 2025

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Volatility Forecasts