V-Lab
Iwatsuka Confectionery Co EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
11.85%
decreased by 0.30%
1 Week
12.67%
increased by 0.52%
1 Month
16.14%
increased by 3.99%
Analysis last updated: Tuesday, August 11, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 24, 1995 to Aug 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 45% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0516 | 23.18*** |
α ARCH Response to squared shocks | 0.2101 | 32.29*** |
β GARCH Volatility persistence | 0.9745 | 652.31*** |
γ leverage Additional response to negative shocks | 0.0389 | 5.57*** |
Persistence:
0.975
Half-life:
27 days
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