V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:23.62% (-1.77%)
Analysis last updated: Wednesday, June 25, 2025 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp S0GARCH
paramt-stat
ω1.47586.66
α0.12867.42
β0.754124.90
γ10.03270.91
γ20.00300.05
γ3-0.1301-3.47
γ40.20785.24
γ5-0.2094-4.94
γ60.18224.59
γ7-0.1502-3.56
γ80.07701.88
γ9-0.0023-0.09
Estimation Period:
Jan 3, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts