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V-Lab

Kusuri No Aoki Holdings Co AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

28.31%

decreased by 0.29%

1 Week

30.91%

increased by 2.31%

1 Month

31.81%

increased by 3.21%

Analysis last updated: Tuesday, August 11, 2026 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2016 to Aug 10, 2026

Model Insight

The news-impact curve is shifted (γ = 0.80) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.3740
15.53***
α

ARCH

Response to squared shocks

0.1550
11.77***
β

GARCH

Volatility persistence

0.2399
6.17***
γ

leverage

Additional response to negative shocks

0.8005
8.73***

Persistence:

0.395

Half-life:

1 days