V-Lab: Nissui Corp Spline-GARCH Volatility Analysis

V-Lab

Nissui Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:13.89% (-0.31%)

Analysis last updated: Thursday, June 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4681	6.70
$α$	0.1298	7.35
$β$	0.7499	24.49
$γ_{1}$	0.0287	0.80
$γ_{2}$	0.0122	0.23
$γ_{3}$	-0.1429	-3.79
$γ_{4}$	0.2238	5.62
$γ_{5}$	-0.2267	-5.35
$γ_{6}$	0.2010	5.09
$γ_{7}$	-0.1749	-4.12
$γ_{8}$	0.1196	2.67
$γ_{9}$	-0.1051	-1.75

Estimation Period:
Jan 3, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts