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

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:43.76% (-5.13%)

Analysis last updated: Wednesday, April 16, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4837	6.59
$α$	0.1239	7.30
$β$	0.7660	26.00
$γ_{1}$	0.0346	0.93
$γ_{2}$	0.0022	0.04
$γ_{3}$	-0.1337	-3.47
$γ_{4}$	0.2123	5.23
$γ_{5}$	-0.2127	-4.95
$γ_{6}$	0.1848	4.61
$γ_{7}$	-0.1532	-3.58
$γ_{8}$	0.0812	1.99
$γ_{9}$	-0.0067	-0.26

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts