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

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Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:24.46% (-2.00%)

Analysis last updated: Friday, October 17, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4574	6.57
$α$	0.1277	7.44
$β$	0.7556	25.15
$γ_{1}$	0.0307	0.87
$γ_{2}$	0.0019	0.04
$γ_{3}$	-0.1211	-3.33
$γ_{4}$	0.1962	5.14
$γ_{5}$	-0.1999	-4.82
$γ_{6}$	0.1755	4.44
$γ_{7}$	-0.1461	-3.47
$γ_{8}$	0.0757	1.80
$γ_{9}$	-0.0023	-0.08

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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