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