V-Lab
Iwatsuka Confectionery Co GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
12.00%
decreased by 0.22%
1 Week
12.73%
increased by 0.51%
1 Month
15.21%
increased by 2.99%
Analysis last updated: Saturday, August 8, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 24, 1995 to Aug 7, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 118 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0392 | 14.06*** |
α ARCH Response to squared shocks | 0.1002 | 30.57*** |
β GARCH Volatility persistence | 0.8939 | 281.28*** |
Persistence:
0.994
Half-life:
118 days
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