V-Lab
Kusuri No Aoki Holdings Co Asy. MEM Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
31.46%
decreased by 2.09%
1 Week
31.61%
decreased by 1.94%
1 Month
31.82%
decreased by 1.73%
Analysis last updated: Friday, August 7, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2016 to Jul 31, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 17% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7441 | 23.83*** |
α ARCH Response to squared shocks | 0.2358 | 21.50*** |
β GARCH Volatility persistence | 0.5606 | 48.20*** |
γ leverage Additional response to negative shocks | 0.0399 | 1.97** |
Persistence:
0.816
Half-life:
3 days
Other Kusuri No Aoki Holdings Co Analyses
Other Asy. MEM Analyses on International Equities