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, November 7th, 2025:35.73% (+15.59%)

Analysis last updated: Friday, November 7, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4639	6.60
$α$	0.1276	7.45
$β$	0.7560	25.21
$γ_{1}$	0.0319	0.90
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.1192	-3.29
$γ_{4}$	0.1944	5.11
$γ_{5}$	-0.1985	-4.80
$γ_{6}$	0.1743	4.42
$γ_{7}$	-0.1451	-3.46
$γ_{8}$	0.0749	1.78
$γ_{9}$	-0.0018	-0.07

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts