V-Lab
Kusuri No Aoki Holdings Co GJR-GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
30.93%
decreased by 3.24%
1 Week
31.84%
decreased by 2.33%
1 Month
32.24%
decreased by 1.93%
Analysis last updated: Friday, August 7, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2016 to Jul 31, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 221% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.1411 | 12.11*** |
α ARCH Response to squared shocks | 0.0826 | 6.64*** |
β GARCH Volatility persistence | 0.3114 | 7.08*** |
γ leverage Additional response to negative shocks | 0.1823 | 5.17*** |
Persistence:
0.485
Half-life:
1 days
Other Kusuri No Aoki Holdings Co Analyses
Other GJR-GARCH Analyses on International Equities