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

V-Lab

| |

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:18.50% (-0.17%)

Analysis last updated: Saturday, January 4, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4121	6.39
$α$	0.1229	7.13
$β$	0.7619	24.72
$γ_{1}$	0.0221	0.59
$γ_{2}$	0.0228	0.41
$γ_{3}$	-0.1498	-3.83
$γ_{4}$	0.2255	5.48
$γ_{5}$	-0.2199	-5.13
$γ_{6}$	0.1870	4.77
$γ_{7}$	-0.1526	-3.67
$γ_{8}$	0.0794	2.06
$γ_{9}$	-0.0057	-0.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts