V-Lab: Nissui Corp MF2-GARCH Volatility Analysis

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Nissui Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:25.18% (-2.10%)

Analysis last updated: Sunday, November 30, 2025 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1034	21.05
$β$	0.5644	39.95
$γ$	0.1338	13.40
$λ_{1}$	0.0242	2.07
$λ_{2}$	0.0230	3.81
$λ_{3}$	0.9722	126.83

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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