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

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V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:19.59% (-0.61%)

Analysis last updated: Wednesday, March 5, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4496	6.47
$α$	0.1209	7.14
$β$	0.7687	25.82
$γ_{1}$	0.0303	0.81
$γ_{2}$	0.0095	0.17
$γ_{3}$	-0.1401	-3.60
$γ_{4}$	0.2180	5.33
$γ_{5}$	-0.2157	-5.02
$γ_{6}$	0.1853	4.66
$γ_{7}$	-0.1516	-3.57
$γ_{8}$	0.0769	1.93
$γ_{9}$	-0.0022	-0.09

Estimation Period:
Jan 3, 1990 to Feb 28, 2025

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