V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

V-Lab

Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:22.56% (-0.71%)

Analysis last updated: Friday, September 26, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1051	21.18
$β$	0.5624	40.10
$γ$	0.1344	13.34
$λ_{1}$	0.0232	2.05
$λ_{2}$	0.0229	3.88
$λ_{3}$	0.9725	130.38

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts