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

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:21.29% (0.00%)

Analysis last updated: Friday, September 26, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4586	6.59
$α$	0.1278	7.42
$β$	0.7543	24.89
$γ_{1}$	0.0321	0.90
$γ_{2}$	0.0003	0.01
$γ_{3}$	-0.1218	-3.34
$γ_{4}$	0.1982	5.16
$γ_{5}$	-0.2019	-4.86
$γ_{6}$	0.1770	4.48
$γ_{7}$	-0.1470	-3.50
$γ_{8}$	0.0759	1.81
$γ_{9}$	-0.0022	-0.08

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

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Volatility Forecasts