V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

V-Lab

Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:23.76% (-2.66%)

Analysis last updated: Sunday, August 10, 2025 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1056	21.29
$β$	0.5634	40.03
$γ$	0.1335	13.24
$λ_{1}$	0.0241	2.08
$λ_{2}$	0.0231	3.87
$λ_{3}$	0.9722	128.34

Estimation Period:
Jan 3, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts