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V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:31.66% (-3.07%)
Analysis last updated: Sunday, March 15, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp S0GARCH
paramt-stat
ω1.45196.30
α0.12377.60
β0.771627.91
γ10.03020.84
γ2-0.0020-0.04
γ3-0.1085-3.00
γ40.17954.80
γ5-0.1850-4.51
γ60.16474.14
γ7-0.1418-3.37
γ80.08151.85
γ9-0.0124-0.42
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts