V-Lab: Nissui Corp GJR-GARCH Volatility Analysis

V-Lab

Nissui Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:20.96% (+0.29%)

Analysis last updated: Thursday, July 31, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1750	21.06
$α$	0.0710	20.68
$β$	0.8690	246.52
$γ$	0.0639	7.19

Estimation Period:
Jan 3, 1990 to Jul 25, 2025

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