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

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:19.77% (+0.11%)

Analysis last updated: Sunday, June 1, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4796	6.72
$α$	0.1272	7.37
$β$	0.7568	25.09
$γ_{1}$	0.0300	0.83
$γ_{2}$	0.0088	0.16
$γ_{3}$	-0.1362	-3.61
$γ_{4}$	0.2130	5.36
$γ_{5}$	-0.2131	-5.04
$γ_{6}$	0.1851	4.68
$γ_{7}$	-0.1531	-3.64
$γ_{8}$	0.0800	1.97
$γ_{9}$	-0.0048	-0.19

Estimation Period:
Jan 3, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts