Nissui Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
25.08%
increased by 0.27%
1 Week
26.05%
increased by 1.24%
1 Month
29.04%
increased by 4.23%
Analysis last updated: Wednesday, June 24, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1719 | 20.86 | |
| 0.0654 | 20.25 | |
| 0.8747 | 252.43 | |
| 0.0631 | 7.27 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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