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V-Lab

Kusuri No Aoki Holdings Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

30.20%

decreased by 1.54%

1 Week

31.16%

decreased by 0.58%

1 Month

31.59%

decreased by 0.15%

Analysis last updated: Sunday, July 19, 2026 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2016 to Jul 17, 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. Returns follow a Student-t distribution with v = 3.82 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.9954
14.37***
α

ARCH

Response to squared shocks

0.1041
4.14***
β

GARCH

Volatility persistence

0.4892
20.05***
ν

DF

Student-t tail thickness

3.8165
2.03**

Persistence:

0.489

Half-life:

1 days