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V-Lab

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

Volatility prediction for Monday, July 27th, 2026

1 Day

30.08%

decreased by 4.99%

1 Week

31.12%

decreased by 3.95%

1 Month

31.58%

decreased by 3.49%

Analysis last updated: Sunday, July 26, 2026 at 02:30 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 24, 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 = 3.81 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
14.34***
α

ARCH

Response to squared shocks

0.1036
4.10***
β

GARCH

Volatility persistence

0.4861
19.80***
ν

DF

Student-t tail thickness

3.8126
2.01**

Persistence:

0.486

Half-life:

1 days