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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iwatsuka Confectionery Co EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 24, 1995 to Aug 10, 2026

Model 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

ParameterValuet-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