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V-Lab

Kusuri No Aoki Holdings Co GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

28.49%

decreased by 1.17%

1 Week

30.91%

increased by 1.25%

1 Month

31.96%

increased by 2.30%

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 GJR-GARCH

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

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 219% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1291
12.12***
α

ARCH

Response to squared shocks

0.0828
6.66***
β

GARCH

Volatility persistence

0.3124
7.12***
γ

leverage

Additional response to negative shocks

0.1809
5.16***

Persistence:

0.486

Half-life:

1 days