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V-Lab

Kyoritsu Maintenance Co Ltd MEM Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

38.94%

decreased by 1.60%

1 Week

38.14%

decreased by 2.40%

1 Month

36.72%

decreased by 3.82%

Analysis last updated: Tuesday, August 11, 2026 at 06:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kyoritsu Maintenance Co Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 2021 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7361
4.92***
α

ARCH

Response to squared shocks

0.0595
5.63***
β

GARCH

Volatility persistence

0.7946
29.90***

Persistence:

0.854

Half-life:

4 days