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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2016 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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