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

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 ·

Parameter Estimates

	param	t-stat
$ω$	1.4643	6.63
$α$	0.1279	7.40
$β$	0.7552	25.00
$γ_{1}$	0.0293	0.82
$γ_{2}$	0.0073	0.14
$γ_{3}$	-0.1307	-3.51
$γ_{4}$	0.2066	5.27
$γ_{5}$	-0.2080	-4.95
$γ_{6}$	0.1811	4.58
$γ_{7}$	-0.1493	-3.54
$γ_{8}$	0.0757	1.84
$γ_{9}$	-0.0009	-0.03

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

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