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

V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:20.74% (+2.21%)

Analysis last updated: Sunday, May 11, 2025 at 04:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4928	6.78
$α$	0.1266	7.34
$β$	0.7577	25.12
$γ_{1}$	0.0338	0.94
$γ_{2}$	0.0032	0.06
$γ_{3}$	-0.1337	-3.54
$γ_{4}$	0.2119	5.32
$γ_{5}$	-0.2126	-5.02
$γ_{6}$	0.1846	4.67
$γ_{7}$	-0.1524	-3.62
$γ_{8}$	0.0797	1.97
$γ_{9}$	-0.0051	-0.20

Estimation Period:
Jan 3, 1990 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts