Skip to main content
V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:37.71% (-2.74%)
Analysis last updated: Sunday, December 21, 2025 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp S0GARCH
paramt-stat
ω1.49326.67
α0.12577.50
β0.762826.26
γ10.03571.01
γ2-0.0065-0.12
γ3-0.1134-3.14
γ40.18824.98
γ5-0.1937-4.70
γ60.17214.34
γ7-0.1464-3.47
γ80.08151.89
γ9-0.0098-0.34
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts