V-Lab
Kusuri No Aoki Holdings Co APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
29.92%
decreased by 2.65%
1 Week
31.26%
decreased by 1.31%
1 Month
32.17%
decreased by 0.40%
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, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 119% more than equivalent positive returns. The volatility power δ = 1.38 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 5.28*** |
α ARCH Response to squared shocks | 0.1462 | 9.82*** |
β GARCH Volatility persistence | 0.5040 | 12.39*** |
γ leverage Additional response to negative shocks | 0.2751 | 7.70*** |
δ power Transformation power | 1.3845 | 7.55*** |
Persistence:
0.629
Half-life:
1 days
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