V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

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Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:24.35% (-1.39%)

Analysis last updated: Friday, December 12, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1034	21.06
$β$	0.5652	40.00
$γ$	0.1331	13.35
$λ_{1}$	0.0240	2.07
$λ_{2}$	0.0229	3.82
$λ_{3}$	0.9723	127.53

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

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