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V-Lab

Iwatsuka Confectionery Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

32.55%

increased by 5.00%

1 Week

34.74%

increased by 7.19%

1 Month

42.20%

increased by 14.65%

Analysis last updated: Tuesday, July 28, 2026 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iwatsuka Confectionery Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 24, 1995 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 166 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.12 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

74.7048
5.79***
α

ARCH

Response to squared shocks

0.1207
161.39***
β

GARCH

Volatility persistence

0.9958
1,486.32***
ν

DF

Student-t tail thickness

2.1202
997.25***

Persistence:

0.996

Half-life:

166 days