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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

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 31, 2026

Model 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

ParameterValuet-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