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V-Lab

Kusuri No Aoki Holdings Co EGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

29.13%

decreased by 2.66%

1 Week

31.20%

decreased by 0.59%

1 Month

31.90%

increased by 0.11%

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 EGARCH

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

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 66% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9076
10.39***
α

ARCH

Response to squared shocks

0.3184
16.41***
β

GARCH

Volatility persistence

0.3559
6.19***
γ

leverage

Additional response to negative shocks

-0.0789
-3.32***

Persistence:

0.356

Half-life:

1 days