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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2016 to Jul 31, 2026

Model 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

ParameterValuet-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