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

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:20.56% (-0.82%)

Analysis last updated: Saturday, August 30, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4606	6.64
$α$	0.1279	7.40
$β$	0.7530	24.64
$γ_{1}$	0.0317	0.89
$γ_{2}$	0.0018	0.03
$γ_{3}$	-0.1244	-3.40
$γ_{4}$	0.2011	5.21
$γ_{5}$	-0.2041	-4.91
$γ_{6}$	0.1786	4.54
$γ_{7}$	-0.1482	-3.54
$γ_{8}$	0.0767	1.85
$γ_{9}$	-0.0027	-0.10

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts