Nissui Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
43.96%
increased by 0.82%
1 Week
43.72%
increased by 0.58%
1 Month
42.90%
decreased by 0.24%
Analysis last updated: Saturday, May 23, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1687 | 20.74 | |
| 0.0649 | 20.17 | |
| 0.8764 | 255.29 | |
| 0.0621 | 7.21 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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