V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

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Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:34.38% (+13.44%)

Analysis last updated: Friday, November 7, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1053	21.21
$β$	0.5613	39.94
$γ$	0.1336	13.29
$λ_{1}$	0.0230	2.05
$λ_{2}$	0.0229	3.87
$λ_{3}$	0.9726	130.28

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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