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V-Lab

Kusuri No Aoki Holdings Co Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

30.60%

decreased by 1.54%

1 Week

29.77%

decreased by 2.37%

1 Month

28.68%

decreased by 3.46%

Analysis last updated: Saturday, August 8, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2016 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. The volatility power δ = 1.25 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4180
12.21***
α

ARCH

Response to squared shocks

0.2602
35.62***
β

GARCH

Volatility persistence

0.5819
48.87***
γ

leverage

Additional response to negative shocks

0.0315
3.58***
δ

power

Transformation power

1.2491
11.73***

Persistence:

0.795

Half-life:

3 days