Nissui Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
37.80%
decreased by 2.02%
1 Week
37.88%
decreased by 1.94%
1 Month
38.15%
decreased by 1.67%
Analysis last updated: Sunday, April 5, 2026 at 01:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1740 | 21.19 | |
| 0.0689 | 20.49 | |
| 0.8717 | 251.22 | |
| 0.0619 | 7.15 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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