V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:23.51% (-0.52%)

Analysis last updated: Friday, July 11, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1783	21.08
$α$	0.0709	20.57
$β$	0.8682	244.37
$γ$	0.0644	7.20

Estimation Period:
Jan 3, 1990 to Jul 4, 2025

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Volatility Forecasts