V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

V-Lab

Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:34.74% (-7.61%)

Analysis last updated: Wednesday, April 16, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1047	21.00
$β$	0.5661	39.24
$γ$	0.1349	13.35
$λ_{1}$	0.0266	2.14
$λ_{2}$	0.0242	3.82
$λ_{3}$	0.9707	120.49

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts