V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.96% (-0.96%)

Analysis last updated: Wednesday, June 25, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1807	21.11
$α$	0.0713	20.57
$β$	0.8674	242.35
$γ$	0.0647	7.19

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts