V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

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Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:24.07% (-2.89%)

Analysis last updated: Friday, October 17, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1052	21.22
$β$	0.5625	40.07
$γ$	0.1337	13.29
$λ_{1}$	0.0232	2.06
$λ_{2}$	0.0229	3.88
$λ_{3}$	0.9725	130.35

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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