Nissui Corp MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
37.75%
increased by 4.05%
1 Week
36.83%
increased by 3.13%
1 Month
36.16%
increased by 2.46%
Analysis last updated: Thursday, April 2, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1065 | 21.56 | |
| 0.5539 | 38.73 | |
| 0.1304 | 13.09 | |
| 0.0261 | 2.09 | |
| 0.0240 | 3.72 | |
| 0.9709 | 118.70 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
Other MF2-GARCH Analyses on International Equities