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, November 10th, 2025:32.77% (-2.87%)

Analysis last updated: Sunday, November 9, 2025 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4680	6.58
$α$	0.1246	7.39
$β$	0.7626	25.95
$γ_{1}$	0.0325	0.92
$γ_{2}$	-0.0011	-0.02
$γ_{3}$	-0.1184	-3.25
$γ_{4}$	0.1935	5.07
$γ_{5}$	-0.1980	-4.77
$γ_{6}$	0.1750	4.40
$γ_{7}$	-0.1475	-3.48
$γ_{8}$	0.0796	1.86
$γ_{9}$	-0.0066	-0.24

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

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