Nissui Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
34.04%
increased by 2.43%
1 Week
34.35%
increased by 2.74%
1 Month
35.35%
increased by 3.74%
Analysis last updated: Saturday, April 11, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 21.20 | |
| 0.0689 | 20.49 | |
| 0.8717 | 250.98 | |
| 0.0618 | 7.13 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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