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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co APARCH

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
Boundary 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

ParameterValuet-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