Nissha Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
35.14%
decreased by 2.41%
1 Week
36.13%
decreased by 1.42%
1 Month
36.80%
decreased by 0.75%
Analysis last updated: Friday, June 26, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4453 | 13.61 | |
| 0.1694 | 6.96 | |
| 0.6320 | 30.44 | |
| 4.9132 | 2.62 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
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