V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

V-Lab

Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:21.81% (-0.60%)

Analysis last updated: Saturday, August 30, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1054	21.21
$β$	0.5610	39.89
$γ$	0.1346	13.34
$λ_{1}$	0.0238	2.06
$λ_{2}$	0.0231	3.86
$λ_{3}$	0.9722	128.45

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts