V-Lab: Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

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Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:23.85% (-1.74%)

Analysis last updated: Sunday, November 30, 2025 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4598	6.52
$α$	0.1249	7.43
$β$	0.7628	26.06
$γ_{1}$	0.0311	0.88
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.1176	-3.25
$γ_{4}$	0.1918	5.06
$γ_{5}$	-0.1961	-4.76
$γ_{6}$	0.1729	4.37
$γ_{7}$	-0.1455	-3.45
$γ_{8}$	0.0779	1.82
$γ_{9}$	-0.0056	-0.20

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

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Volatility Forecasts

Volatility Forecasts