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V-Lab

Iwatsuka Confectionery Co AGARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

12.18%

decreased by 0.29%

1 Week

12.89%

increased by 0.42%

1 Month

15.33%

increased by 2.86%

Analysis last updated: Friday, August 7, 2026 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iwatsuka Confectionery Co AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 24, 1995 to Jul 31, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 105 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: positive returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0272
5.98***
α

ARCH

Response to squared shocks

0.1039
32.02***
β

GARCH

Volatility persistence

0.8895
297.79***
γ

leverage

Additional response to negative shocks

-0.3481
-6.74***

Persistence:

0.993

Half-life:

105 days