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 23rd, 2025:27.35% (+1.96%)

Analysis last updated: Sunday, June 22, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4758	6.66
$α$	0.1286	7.42
$β$	0.7541	24.90
$γ_{1}$	0.0327	0.91
$γ_{2}$	0.0030	0.05
$γ_{3}$	-0.1301	-3.47
$γ_{4}$	0.2078	5.24
$γ_{5}$	-0.2094	-4.94
$γ_{6}$	0.1822	4.59
$γ_{7}$	-0.1502	-3.56
$γ_{8}$	0.0770	1.88
$γ_{9}$	-0.0023	-0.09

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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Volatility Forecasts