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V-Lab

Kusuri No Aoki Holdings Co GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

31.44%

decreased by 6.52%

1 Week

31.95%

decreased by 6.01%

1 Month

32.19%

decreased by 5.77%

Analysis last updated: Sunday, July 26, 2026 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kusuri No Aoki Holdings Co GJR-GARCH

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

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 252% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1420
12.03***
α

ARCH

Response to squared shocks

0.0761
6.28***
β

GARCH

Volatility persistence

0.3094
6.96***
γ

leverage

Additional response to negative shocks

0.1917
5.37***

Persistence:

0.481

Half-life:

1 days