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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 24, 1995 to Jul 31, 2026Model 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
| Parameter | Value | t-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
Other Iwatsuka Confectionery Co Analyses
Other AGARCH Analyses on International Equities