V-Lab
V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:24.23% (-0.73%)
Analysis last updated: Friday, May 30, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp GJR-GARCH
paramt-stat
ω0.180520.99
α0.070220.37
β0.8682243.27
γ0.06517.26
Estimation Period:
Jan 3, 1990 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts