V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:19.21% (-0.14%)
Analysis last updated: Wednesday, July 16, 2025 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissui Corp S0GARCH
paramt-stat
ω1.46436.63
α0.12797.40
β0.755225.00
γ10.02930.82
γ20.00730.14
γ3-0.1307-3.51
γ40.20665.27
γ5-0.2080-4.95
γ60.18114.58
γ7-0.1493-3.54
γ80.07571.84
γ9-0.0009-0.03
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts