V-Lab
Kusuri No Aoki Holdings Co GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
31.13%
decreased by 0.99%
1 Week
31.83%
decreased by 0.29%
1 Month
32.08%
decreased by 0.04%
Analysis last updated: Friday, August 7, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2016 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4918 | 14.49*** |
α ARCH Response to squared shocks | 0.1661 | 11.85*** |
β GARCH Volatility persistence | 0.2268 | 5.38*** |
Persistence:
0.393
Half-life:
1 days
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