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V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

28.97%

decreased by 3.51%

1 Week

30.71%

decreased by 1.77%

1 Month

31.53%

decreased by 0.95%

Analysis last updated: Saturday, August 22, 2026 at 10:43 PM 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 Aug 21, 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 = 3.80 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

4.0114
14.06***
α

ARCH

Response to squared shocks

0.1032
4.24***
β

GARCH

Volatility persistence

0.5127
21.79***
ν

DF

Student-t tail thickness

3.8023
2.08**

Persistence:

0.513

Half-life:

1 days