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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2016 to Aug 21, 2026Model 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
| Parameter | Value | t-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
Other Kusuri No Aoki Holdings Co Analyses
Other GJR-GARCH Analyses on International Equities