Nissui Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
30.49%
decreased by 0.34%
1 Week
31.03%
increased by 0.20%
1 Month
32.78%
increased by 1.95%
Analysis last updated: Saturday, May 2, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 21.22 | |
| 0.0690 | 20.51 | |
| 0.8717 | 250.84 | |
| 0.0615 | 7.11 |
Estimation Period:
Jan 3, 1990 to May 1, 2026
Jan 3, 1990 to May 1, 2026
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